+112.8%
TNA vs LDOS
+32.3%
+80.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +4.0% |
| 7D | -7.0% | -7.2% | +0.2% | -3.4% |
| 30D | -6.4% | +16.8% | -23.3% | -14.7% |
| 3M | -25.7% | -1.6% | -24.1% | -25.7% |
| 6M | -19.7% | -1.0% | -18.8% | -20.0% |
| YTD | +18.3% | -25.8% | +44.0% | +41.0% |
| 1Y | +24.6% | -31.1% | +55.7% | +58.7% |
| 3Y | +112.8% | +32.8% | +80.0% | +29.3% |
| All | +112.8% | +32.3% | +80.6% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling