-29.5%
LDOS vs TRMB
-33.8%
+4.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -3.7% | -17.9% | +14.2% | +1.4% |
| 30D | +16.4% | -12.0% | +28.4% | +19.1% |
| 3M | +7.4% | -8.4% | +15.8% | +8.0% |
| 6M | -0.3% | -21.5% | +21.2% | +6.6% |
| YTD | -24.0% | -31.5% | +7.5% | -17.1% |
| All | -29.5% | -33.8% | +4.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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