+1,297.4%
TXN vs LDOS
+495.0%
+802.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -7.8% | -7.2% | -0.6% | -5.6% |
| 30D | -3.6% | +16.8% | -20.4% | -9.0% |
| 3M | +0.1% | -1.6% | +1.7% | -0.1% |
| 6M | -3.2% | -1.0% | -2.2% | -4.5% |
| YTD | +63.4% | -25.8% | +89.1% | +76.3% |
| 1Y | +75.6% | -31.1% | +106.7% | +94.8% |
| 3Y | +104.0% | +32.8% | +71.2% | +71.1% |
| 5Y | +65.0% | +49.4% | +15.6% | +29.1% |
| 10Y | +437.9% | +253.9% | +184.1% | +192.8% |
| All | +1,297.4% | +495.0% | +802.3% | +471.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling