+53.3%
TNA vs LDOS
+254.8%
-201.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -3.3% |
| 7D | -0.5% | +1.9% | -2.4% | -2.5% |
| 30D | -0.7% | +12.8% | -13.5% | -14.2% |
| 3M | -21.5% | -1.0% | -20.5% | -22.6% |
| 6M | -11.2% | +6.2% | -17.4% | -22.4% |
| YTD | +27.0% | -23.2% | +50.2% | +55.7% |
| 1Y | +28.0% | -29.5% | +57.5% | +76.0% |
| 3Y | +142.9% | +37.1% | +105.9% | +26.4% |
| 5Y | -42.6% | +55.6% | -98.2% | -75.5% |
| 10Y | +53.3% | +249.4% | -196.2% | -65.0% |
| All | +53.3% | +254.8% | -201.6% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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