+803.8%
TRGP vs LDOS
+241.3%
+562.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.2% | +4.9% |
| 7D | +2.4% | -1.3% | +3.7% | +3.0% |
| 30D | +0.8% | +10.1% | -9.3% | -4.1% |
| 3M | +10.4% | -4.7% | +15.0% | +11.9% |
| 6M | +16.3% | +5.6% | +10.7% | +10.8% |
| YTD | +61.1% | -25.1% | +86.2% | +79.2% |
| 1Y | +71.6% | -31.7% | +103.3% | +100.6% |
| 3Y | +267.5% | +33.7% | +233.8% | +174.7% |
| 5Y | +488.1% | +54.4% | +433.8% | +291.1% |
| 10Y | +803.8% | +236.4% | +567.3% | +405.3% |
| All | +803.8% | +241.3% | +562.5% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling