+2,964.4%
TYL vs LDOS
+508.5%
+2,456.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.4% |
| 7D | +17.3% | -2.8% | +20.1% | +18.4% |
| 30D | +28.9% | +13.6% | +15.3% | +23.0% |
| 3M | +35.1% | +4.2% | +30.8% | +32.7% |
| 6M | +29.3% | -8.2% | +37.5% | +32.2% |
| YTD | -6.8% | -24.1% | +17.3% | +1.2% |
| 1Y | -9.9% | -31.2% | +21.3% | +1.2% |
| 3Y | +1.7% | +35.0% | -33.3% | -12.6% |
| 5Y | -21.6% | +52.6% | -74.2% | -36.8% |
| 10Y | +173.5% | +261.9% | -88.4% | +49.8% |
| All | +2,964.4% | +508.5% | +2,456.0% | +1,167.0% |
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