+18.2%
TSN vs LDOS
+254.8%
-236.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +5.8% | +1.9% | +4.0% | +5.4% |
| 30D | +12.8% | +12.8% | +0.1% | +9.4% |
| 3M | +6.5% | -1.0% | +7.5% | +6.4% |
| 6M | -10.3% | +6.2% | -16.5% | -12.3% |
| YTD | +5.5% | -23.2% | +28.7% | +11.3% |
| 1Y | +15.8% | -29.5% | +45.3% | +25.1% |
| 3Y | +42.5% | +37.1% | +5.5% | +22.0% |
| 5Y | -14.3% | +55.6% | -70.0% | -30.9% |
| 10Y | +18.2% | +249.4% | -231.2% | -6.7% |
| All | +18.2% | +254.8% | -236.6% | -6.7% |
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