+252.0%
LDOS vs TRU
+172.9%
+79.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.6% |
| 7D | -5.8% | +4.9% | -10.7% | -7.1% |
| 30D | +11.6% | +26.9% | -15.4% | +3.7% |
| 3M | -1.0% | +4.0% | -5.0% | -2.7% |
| 6M | +5.1% | +15.8% | -10.8% | -0.4% |
| YTD | -24.0% | -2.6% | -21.4% | -24.9% |
| 1Y | -30.3% | +3.9% | -34.1% | -32.4% |
| 3Y | +37.0% | +59.2% | -22.2% | +9.7% |
| 5Y | +53.4% | -25.7% | +79.0% | +57.7% |
| 10Y | +252.0% | +179.3% | +72.7% | +152.3% |
| All | +252.0% | +172.9% | +79.0% | +152.3% |
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