+173.5%
TYL vs LDOS
+257.0%
-83.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | +17.3% | -2.8% | +20.1% | +18.3% |
| 30D | +28.9% | +13.6% | +15.3% | +23.6% |
| 3M | +35.1% | +4.2% | +30.8% | +33.0% |
| 6M | +29.3% | -8.2% | +37.5% | +31.8% |
| YTD | -6.8% | -24.1% | +17.3% | +0.2% |
| 1Y | -9.9% | -31.2% | +21.3% | -0.2% |
| 3Y | +1.7% | +35.0% | -33.3% | -11.5% |
| 5Y | -21.6% | +52.6% | -74.2% | -35.6% |
| 10Y | +173.5% | +261.9% | -88.4% | +70.3% |
| All | +173.5% | +257.0% | -83.5% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling