+47.6%
LDOS vs TRU
-26.8%
+74.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -7.2% | +5.7% | -12.9% | -8.2% |
| 30D | +16.8% | +29.2% | -12.4% | +11.1% |
| 3M | -1.6% | +2.7% | -4.2% | -2.5% |
| 6M | -1.0% | +15.2% | -16.2% | -4.1% |
| YTD | -25.8% | -4.9% | -20.9% | -26.0% |
| 1Y | -31.1% | +3.4% | -34.5% | -32.3% |
| 3Y | +32.8% | +63.2% | -30.4% | +18.7% |
| All | +47.6% | -26.8% | +74.4% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling