-19.3%
TYL vs LDOS
+52.0%
-71.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +15.1% | -3.7% | +18.8% | +16.3% |
| 30D | +30.1% | +16.4% | +13.7% | +24.5% |
| 3M | +40.4% | +7.4% | +33.0% | +37.4% |
| 6M | +31.3% | -0.3% | +31.6% | +30.3% |
| YTD | -5.2% | -24.0% | +18.8% | +0.4% |
| 1Y | -6.6% | -29.6% | +23.0% | +0.7% |
| 3Y | +3.4% | +35.1% | -31.7% | -9.0% |
| 5Y | -19.3% | +52.9% | -72.2% | -30.1% |
| All | -19.3% | +52.0% | -71.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling