+73.7%
LDOS vs TLN
+581.9%
-508.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.2% |
| 7D | -3.7% | -9.4% | +5.7% | -3.5% |
| 30D | +16.4% | -15.2% | +31.6% | +16.8% |
| 3M | +7.4% | -4.1% | +11.5% | +7.2% |
| 6M | -0.3% | -17.8% | +17.5% | -0.1% |
| YTD | -24.0% | -15.6% | -8.4% | -24.3% |
| 1Y | -29.6% | -21.6% | -7.9% | -29.6% |
| 3Y | +35.1% | +497.6% | -462.4% | +14.0% |
| All | +73.7% | +581.9% | -508.1% | +45.7% |
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