+32.8%
LDOS vs TRU
+65.0%
-32.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -7.2% | +5.7% | -12.9% | -8.3% |
| 30D | +16.8% | +29.2% | -12.4% | +10.6% |
| 3M | -1.6% | +2.7% | -4.2% | -2.6% |
| 6M | -1.0% | +15.2% | -16.2% | -4.3% |
| YTD | -25.8% | -4.9% | -20.9% | -26.1% |
| 1Y | -31.1% | +3.4% | -34.5% | -32.4% |
| 3Y | +32.8% | +63.2% | -30.4% | +25.5% |
| All | +32.8% | +65.0% | -32.2% | +25.5% |
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 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