+439.1%
LDOS vs TRU
+250.8%
+188.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -3.7% | +9.8% | -13.5% | -6.4% |
| 30D | +16.4% | +30.7% | -14.3% | +7.1% |
| 3M | +7.4% | +3.8% | +3.6% | +5.5% |
| 6M | -0.3% | +21.9% | -22.2% | -7.1% |
| YTD | -24.0% | -2.8% | -21.2% | -24.8% |
| 1Y | -29.6% | +4.8% | -34.4% | -31.9% |
| 3Y | +35.1% | +67.6% | -32.5% | +6.0% |
| 5Y | +52.9% | -25.0% | +77.9% | +55.0% |
| 10Y | +262.2% | +178.6% | +83.6% | +122.8% |
| All | +439.1% | +250.8% | +188.3% | +208.5% |
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 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