+2,536.0%
TYL vs LDOS
+494.7%
+2,041.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | -3.7% | -5.4% | +1.7% | -1.8% |
| 30D | +18.7% | +4.9% | +13.9% | +16.6% |
| 3M | +18.1% | +7.2% | +10.9% | +14.9% |
| 6M | -1.1% | -24.2% | +23.1% | +8.2% |
| YTD | -19.8% | -25.8% | +6.0% | -12.1% |
| 1Y | -34.3% | -24.7% | -9.6% | -28.5% |
| 3Y | -8.2% | +39.3% | -47.5% | -22.0% |
| 5Y | -25.4% | +43.3% | -68.7% | -38.5% |
| 10Y | +115.6% | +278.6% | -163.0% | +16.0% |
| All | +2,536.0% | +494.7% | +2,041.2% | +1,000.4% |
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