+364.3%
TRV vs LDOS
+248.5%
+115.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | -0.3% | -7.2% | +6.9% | +2.2% |
| 30D | +9.6% | +16.8% | -7.3% | +3.8% |
| 3M | +2.7% | -1.6% | +4.3% | +2.8% |
| 6M | +32.0% | -1.0% | +33.0% | +31.0% |
| YTD | +37.8% | -25.8% | +63.6% | +49.6% |
| 1Y | +45.2% | -31.1% | +76.3% | +62.2% |
| 3Y | +145.3% | +32.8% | +112.5% | +103.0% |
| 5Y | +172.3% | +49.4% | +122.9% | +109.0% |
| All | +364.3% | +248.5% | +115.8% | +203.8% |
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