+41.3%
LDOS vs TRU
+0.7%
+40.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.5% | +1.6% |
| 7D | -5.4% | -6.8% | +1.3% | -4.2% |
| 30D | +4.9% | 0.0% | +4.9% | +4.8% |
| 3M | +7.2% | +13.3% | -6.1% | +4.6% |
| 6M | -24.2% | +3.4% | -27.7% | -25.1% |
| YTD | -25.8% | -6.4% | -19.4% | -25.7% |
| 1Y | -24.7% | -9.7% | -15.0% | -24.4% |
| All | +41.3% | +0.7% | +40.6% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling