+420.4%
LDOS vs TRU
+243.2%
+177.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -3.5% | -2.2% | -1.3% | -2.8% |
| 30D | +9.5% | +20.2% | -10.6% | +3.4% |
| 3M | -6.3% | +2.2% | -8.5% | -7.5% |
| 6M | +2.8% | +17.6% | -14.8% | -3.0% |
| YTD | -26.6% | -5.0% | -21.7% | -26.9% |
| 1Y | -31.3% | -1.0% | -30.3% | -32.4% |
| 3Y | +30.9% | +56.5% | -25.6% | +5.1% |
| 5Y | +49.4% | -26.2% | +75.6% | +52.0% |
| 10Y | +229.4% | +184.5% | +45.0% | +101.3% |
| All | +420.4% | +243.2% | +177.3% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling