+47.6%
LDOS vs TENB
-24.8%
+72.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.8% |
| 7D | -7.2% | -17.0% | +9.8% | -5.5% |
| 30D | +16.8% | +8.2% | +8.7% | +15.7% |
| 3M | -1.6% | +16.5% | -18.1% | -3.6% |
| 6M | -1.0% | +99.1% | -100.1% | -8.5% |
| YTD | -25.8% | +79.0% | -104.8% | -31.1% |
| 1Y | -31.1% | +53.9% | -85.0% | -35.1% |
| 3Y | +32.8% | +13.8% | +19.0% | +27.2% |
| All | +47.6% | -24.8% | +72.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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