-18.0%
TSN vs LDOS
+48.3%
-66.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.4% | -1.6% | +0.2% | -1.2% |
| 30D | +8.5% | +8.2% | +0.2% | +7.1% |
| 3M | +5.3% | -8.2% | +13.5% | +6.5% |
| 6M | -10.5% | +5.8% | -16.3% | -11.7% |
| YTD | +3.0% | -27.0% | +29.9% | +7.4% |
| 1Y | +12.1% | -31.0% | +43.1% | +18.3% |
| 3Y | +43.1% | +29.3% | +13.8% | +26.3% |
| All | -18.0% | +48.3% | -66.3% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling