+512.4%
LDOS vs TRMB
+322.7%
+189.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -3.7% | -17.9% | +14.2% | +0.4% |
| 30D | +16.4% | -12.0% | +28.4% | +19.3% |
| 3M | +7.4% | -8.4% | +15.8% | +8.9% |
| 6M | -0.3% | -21.5% | +21.2% | +4.6% |
| YTD | -24.0% | -31.5% | +7.5% | -17.7% |
| 1Y | -29.6% | -33.4% | +3.9% | -23.3% |
| 3Y | +35.1% | +26.5% | +8.6% | +25.1% |
| 5Y | +52.9% | -37.9% | +90.8% | +62.4% |
| 10Y | +262.2% | +107.3% | +154.9% | +183.0% |
| All | +512.4% | +322.7% | +189.8% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling