-12.2%
TSN vs LDOS
+278.0%
-290.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -6.3% | -5.4% | -0.9% | -5.0% |
| 30D | -10.8% | +4.9% | -15.7% | -12.0% |
| 3M | -8.8% | +7.2% | -15.9% | -10.8% |
| 6M | -16.8% | -24.2% | +7.4% | -11.2% |
| YTD | -10.0% | -25.8% | +15.8% | -4.0% |
| 1Y | -5.3% | -24.7% | +19.5% | +0.4% |
| 3Y | +8.5% | +39.3% | -30.8% | -7.6% |
| 5Y | -22.9% | +43.3% | -66.2% | -36.1% |
| All | -12.2% | +278.0% | -290.2% | -41.7% |
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