-12.0%
TRI vs LDOS
+30.5%
-42.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | +3.7% | +8.2% | -4.5% | +1.6% |
| 3M | +3.7% | -8.2% | +11.9% | +6.6% |
| 6M | +35.1% | +5.8% | +29.3% | +32.8% |
| YTD | -14.0% | -27.0% | +13.0% | -9.6% |
| 1Y | -19.0% | -31.0% | +12.0% | -14.1% |
| 3Y | -12.0% | +29.3% | -41.3% | -14.0% |
| All | -12.0% | +30.5% | -42.5% | -14.0% |
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