+69.7%
LDOS vs TLN
+583.6%
-513.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.4% |
| 7D | -5.4% | +7.1% | -12.5% | -5.7% |
| 30D | +4.9% | -3.9% | +8.8% | +5.0% |
| 3M | +7.2% | -16.2% | +23.3% | +7.7% |
| 6M | -24.2% | -5.8% | -18.4% | -24.5% |
| YTD | -25.8% | -15.4% | -10.4% | -25.8% |
| 1Y | -24.7% | -16.7% | -8.0% | -24.8% |
| 3Y | +39.3% | +473.8% | -434.5% | +18.6% |
| All | +69.7% | +583.6% | -513.9% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling