-31.7%
LDOS vs TRMB
-29.0%
-2.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -3.3% |
| 7D | -1.3% | +4.1% | -5.4% | -2.5% |
| 30D | +10.1% | -5.1% | +15.2% | +9.9% |
| 3M | -4.7% | -2.6% | -2.1% | -6.0% |
| 6M | +5.6% | -2.7% | +8.3% | +4.0% |
| YTD | -25.1% | -27.9% | +2.8% | -19.5% |
| 1Y | -31.7% | -29.0% | -2.7% | -26.5% |
| All | -31.7% | -29.0% | -2.7% | -26.5% |
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