+67.0%
LDOS vs TLN
+710.8%
-643.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.4% |
| 7D | -1.6% | +11.0% | -12.7% | -1.8% |
| 30D | +8.2% | +4.9% | +3.3% | +8.1% |
| 3M | -8.2% | +4.9% | -13.1% | -8.4% |
| 6M | +5.8% | +7.1% | -1.3% | +5.1% |
| YTD | -27.0% | +0.3% | -27.3% | -27.5% |
| 1Y | -31.0% | +5.9% | -36.9% | -31.7% |
| 3Y | +29.3% | +578.5% | -549.2% | +9.0% |
| All | +67.0% | +710.8% | -643.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling