+478.5%
TSN vs LDOS
+509.1%
-30.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +6.9% | -3.7% | +10.6% | +7.9% |
| 30D | +15.7% | +16.4% | -0.7% | +10.7% |
| 3M | +4.3% | +7.4% | -3.1% | +1.7% |
| 6M | -10.6% | -0.3% | -10.3% | -11.4% |
| YTD | +5.2% | -24.0% | +29.2% | +11.6% |
| 1Y | +18.7% | -29.6% | +48.3% | +28.7% |
| 3Y | +41.8% | +35.1% | +6.7% | +23.0% |
| 5Y | -13.6% | +52.9% | -66.5% | -29.1% |
| 10Y | +16.2% | +262.2% | -246.0% | -28.9% |
| All | +478.5% | +509.1% | -30.5% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling