+2,174.7%
TRGP vs LDOS
+578.9%
+1,595.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.8% | -5.4% | +6.2% | +3.1% |
| 30D | +11.5% | +4.9% | +6.6% | +9.1% |
| 3M | +9.0% | +7.2% | +1.8% | +4.8% |
| 6M | +20.5% | -24.2% | +44.7% | +33.6% |
| YTD | +59.5% | -25.8% | +85.3% | +76.2% |
| 1Y | +77.9% | -24.7% | +102.6% | +94.7% |
| 3Y | +253.6% | +39.3% | +214.3% | +181.5% |
| 5Y | +615.5% | +43.3% | +572.2% | +455.0% |
| 10Y | +897.1% | +278.6% | +618.5% | +485.1% |
| All | +2,174.7% | +578.9% | +1,595.8% | +923.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling