+221.4%
LDOS vs TRU
+183.1%
+38.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +8.2% | +21.3% | -13.1% | +2.0% |
| 3M | -8.2% | +0.2% | -8.4% | -8.8% |
| 6M | +5.8% | +22.4% | -16.5% | -1.3% |
| YTD | -27.0% | -4.8% | -22.1% | -27.3% |
| 1Y | -31.0% | -0.2% | -30.8% | -32.3% |
| 3Y | +29.3% | +57.9% | -28.6% | +3.6% |
| 5Y | +48.7% | -26.1% | +74.9% | +52.8% |
| All | +221.4% | +183.1% | +38.3% | +124.5% |
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