+260.0%
LDOS vs TRU
+138.6%
+121.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.0% |
| 7D | -7.1% | -7.2% | +0.1% | -5.2% |
| 30D | -6.1% | -2.8% | -3.2% | -5.4% |
| 3M | +5.6% | +13.0% | -7.4% | +1.5% |
| 6M | -26.9% | +0.7% | -27.6% | -27.7% |
| YTD | -27.9% | -9.0% | -18.9% | -27.0% |
| 1Y | -26.8% | -16.3% | -10.5% | -24.3% |
| 3Y | +39.6% | -1.1% | +40.6% | +30.3% |
| 5Y | +39.4% | -36.0% | +75.4% | +52.1% |
| 10Y | +260.0% | +139.9% | +120.1% | +168.3% |
| All | +260.0% | +138.6% | +121.3% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling