+32.7%
TNA vs LDOS
+226.9%
-194.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +3.7% | -1.6% | +5.3% | +5.7% |
| 30D | +4.4% | +8.2% | -3.9% | -5.5% |
| 3M | -26.7% | -8.2% | -18.5% | -21.4% |
| 6M | -12.8% | +5.8% | -18.7% | -23.7% |
| YTD | +22.7% | -27.0% | +49.6% | +59.0% |
| 1Y | +35.7% | -31.0% | +66.6% | +89.9% |
| 3Y | +134.6% | +29.3% | +105.3% | +30.6% |
| 5Y | -46.0% | +48.7% | -94.7% | -75.7% |
| All | +32.7% | +226.9% | -194.3% | -66.8% |
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