+230.7%
TRGP vs LDOS
+35.4%
+195.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -12.6% | -3.7% | -8.9% | -12.3% |
| 30D | -4.5% | +16.4% | -20.9% | -6.7% |
| 3M | +4.9% | +7.4% | -2.5% | +3.6% |
| 6M | +5.6% | -0.3% | +5.9% | +5.9% |
| YTD | +50.1% | -24.0% | +74.1% | +57.1% |
| 1Y | +70.2% | -29.6% | +99.8% | +81.7% |
| All | +230.7% | +35.4% | +195.3% | +178.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling