+11.6%
TSN vs LDOS
-31.1%
+42.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -0.3% | -1.3% | +1.1% | -0.2% |
| 30D | +11.8% | +10.1% | +1.7% | +11.2% |
| 3M | +7.1% | -4.7% | +11.7% | +7.3% |
| 6M | -9.2% | +5.6% | -14.7% | -9.7% |
| YTD | +4.8% | -25.1% | +29.9% | +4.5% |
| 1Y | +11.6% | -31.7% | +43.3% | +14.9% |
| All | +11.6% | -31.1% | +42.7% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling