-0.3%
LDOS vs TLN
-19.0%
+18.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | -0.3% |
| 7D | -3.7% | -9.4% | +5.7% | -4.6% |
| 30D | +16.4% | -15.2% | +31.6% | +14.6% |
| 3M | +7.4% | -4.1% | +11.5% | +7.0% |
| 6M | -0.3% | -17.8% | +17.5% | -2.3% |
| All | -0.3% | -19.0% | +18.7% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling