+426.7%
LDOS vs TRU
+243.5%
+183.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.7% |
| 7D | -7.2% | +5.7% | -12.9% | -8.7% |
| 30D | +16.8% | +29.2% | -12.4% | +7.9% |
| 3M | -1.6% | +2.7% | -4.2% | -3.0% |
| 6M | -1.0% | +15.2% | -16.2% | -6.1% |
| YTD | -25.8% | -4.9% | -20.9% | -26.1% |
| 1Y | -31.1% | +3.4% | -34.5% | -33.1% |
| 3Y | +32.8% | +63.2% | -30.4% | +5.0% |
| 5Y | +49.4% | -26.6% | +76.0% | +52.4% |
| 10Y | +253.9% | +172.8% | +81.1% | +119.1% |
| All | +426.7% | +243.5% | +183.2% | +203.3% |
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