+32.8%
LDOS vs TLN
+538.9%
-506.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -2.4% |
| 7D | -7.2% | -1.3% | -5.9% | -7.2% |
| 30D | +16.8% | -10.5% | +27.3% | +17.1% |
| 3M | -1.6% | +0.1% | -1.7% | -1.8% |
| 6M | -1.0% | -17.4% | +16.4% | -0.6% |
| YTD | -25.8% | -9.7% | -16.1% | -26.1% |
| 1Y | -31.1% | -12.3% | -18.8% | -31.4% |
| 3Y | +32.8% | +528.3% | -495.5% | +7.6% |
| All | +32.8% | +538.9% | -506.1% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling