-9.6%
TYL vs LDOS
-31.2%
+21.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.4% |
| 7D | +6.7% | -7.2% | +13.9% | +9.5% |
| 30D | +26.5% | +16.8% | +9.7% | +19.4% |
| 3M | +37.3% | -1.6% | +38.9% | +37.9% |
| 6M | +31.2% | -1.0% | +32.1% | +28.9% |
| YTD | -7.4% | -25.8% | +18.4% | -1.1% |
| 1Y | -9.6% | -31.1% | +21.5% | -0.3% |
| All | -9.6% | -31.2% | +21.6% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling