+46.7%
TNA vs LDOS
+241.3%
-194.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +5.4% |
| 7D | -2.1% | -1.3% | -0.8% | -0.9% |
| 30D | +3.1% | +10.1% | -7.0% | -8.6% |
| 3M | -20.2% | -4.7% | -15.5% | -18.1% |
| 6M | -10.0% | +5.6% | -15.6% | -21.0% |
| YTD | +30.3% | -25.1% | +55.4% | +64.1% |
| 1Y | +31.1% | -31.7% | +62.8% | +86.6% |
| 3Y | +149.4% | +33.7% | +115.7% | +33.3% |
| 5Y | -42.5% | +54.4% | -96.8% | -75.3% |
| 10Y | +46.7% | +236.4% | -189.7% | -65.6% |
| All | +46.7% | +241.3% | -194.6% | -65.6% |
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