+508.6%
TRGP vs LDOS
+51.2%
+457.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.1% |
| 7D | +9.0% | -3.5% | +12.5% | +10.0% |
| 30D | +1.5% | +9.5% | -8.0% | -1.3% |
| 3M | +10.7% | -6.3% | +17.0% | +12.2% |
| 6M | +17.1% | +2.8% | +14.3% | +15.2% |
| YTD | +63.6% | -26.6% | +90.3% | +77.5% |
| 1Y | +77.0% | -31.3% | +108.3% | +96.9% |
| 3Y | +273.2% | +30.9% | +242.2% | +194.9% |
| 5Y | +508.6% | +49.4% | +459.2% | +348.5% |
| All | +508.6% | +51.2% | +457.4% | +348.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling