+16.9%
TSN vs LDOS
+241.3%
-224.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | -0.3% | -1.3% | +1.1% | +0.1% |
| 30D | +11.8% | +10.1% | +1.7% | +9.0% |
| 3M | +7.1% | -4.7% | +11.7% | +8.0% |
| 6M | -9.2% | +5.6% | -14.7% | -11.2% |
| YTD | +4.8% | -25.1% | +29.9% | +11.2% |
| 1Y | +11.6% | -31.7% | +43.3% | +21.6% |
| 3Y | +41.5% | +33.7% | +7.8% | +21.9% |
| 5Y | -15.5% | +54.4% | -69.9% | -31.9% |
| 10Y | +16.9% | +236.4% | -219.6% | -13.2% |
| All | +16.9% | +241.3% | -224.4% | -13.2% |
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