+111.3%
TNA vs LDOS
+39.7%
+71.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -0.1% | -5.4% | +5.3% | +3.1% |
| 30D | -4.9% | +4.9% | -9.8% | -8.1% |
| 3M | +0.4% | +7.2% | -6.8% | -4.7% |
| 6M | +32.5% | -24.2% | +56.8% | +59.8% |
| YTD | +53.7% | -25.8% | +79.5% | +85.2% |
| 1Y | +65.1% | -24.7% | +89.8% | +97.5% |
| All | +111.3% | +39.7% | +71.6% | +47.5% |
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