+2,040.3%
TRGP vs LDOS
+595.2%
+1,445.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -12.6% | -3.7% | -8.9% | -11.5% |
| 30D | -4.5% | +16.4% | -20.9% | -10.6% |
| 3M | +4.9% | +7.4% | -2.5% | +1.1% |
| 6M | +5.6% | -0.3% | +5.9% | +3.9% |
| YTD | +50.1% | -24.0% | +74.1% | +63.2% |
| 1Y | +70.2% | -29.6% | +99.8% | +91.3% |
| 3Y | +228.5% | +35.1% | +193.4% | +164.6% |
| 5Y | +434.1% | +52.9% | +381.2% | +300.4% |
| 10Y | +793.6% | +262.2% | +531.3% | +427.0% |
| All | +2,040.3% | +595.2% | +1,445.0% | +847.7% |
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