+220.1%
TRI vs LDOS
+262.7%
-42.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.1% | -4.5% |
| 7D | -11.4% | -5.8% | -5.6% | -9.7% |
| 30D | +4.9% | +11.6% | -6.6% | +1.9% |
| 3M | +7.0% | -1.0% | +8.0% | +7.5% |
| 6M | +18.2% | +5.1% | +13.1% | +16.5% |
| YTD | -14.8% | -24.0% | +9.2% | -9.1% |
| 1Y | -18.0% | -30.3% | +12.3% | -10.7% |
| 3Y | -12.0% | +37.0% | -48.9% | -21.5% |
| 5Y | -0.8% | +53.4% | -54.2% | -15.7% |
| 10Y | +220.1% | +252.0% | -31.8% | +143.8% |
| All | +220.1% | +262.7% | -42.5% | +143.8% |
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 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