+762.0%
TRGP vs LDOS
+248.5%
+513.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.6% |
| 7D | -16.0% | -7.2% | -8.8% | -13.2% |
| 30D | -6.4% | +16.8% | -23.3% | -13.5% |
| 3M | -1.0% | -1.6% | +0.6% | -1.1% |
| 6M | +7.0% | -1.0% | +8.0% | +5.3% |
| YTD | +46.1% | -25.8% | +71.9% | +63.2% |
| 1Y | +58.7% | -31.1% | +89.8% | +84.5% |
| 3Y | +221.9% | +32.8% | +189.1% | +141.5% |
| 5Y | +419.9% | +49.4% | +370.5% | +253.1% |
| All | +762.0% | +248.5% | +513.5% | +384.2% |
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