-11.9%
TRI vs LDOS
+42.3%
-54.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -6.0% | -5.6% |
| 7D | -0.5% | -5.4% | +4.9% | +1.0% |
| 30D | +7.9% | +4.9% | +3.0% | +6.4% |
| 3M | +24.1% | +7.2% | +16.9% | +21.1% |
| 6M | +3.8% | -24.2% | +28.1% | +8.3% |
| YTD | -16.9% | -25.8% | +8.9% | -13.2% |
| 1Y | -38.4% | -24.7% | -13.7% | -36.0% |
| All | -11.9% | +42.3% | -54.2% | -18.4% |
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 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