+157.9%
TRV vs LDOS
+43.9%
+114.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -0.1% | -5.4% | +5.3% | +1.0% |
| 30D | -3.4% | +4.9% | -8.3% | -4.6% |
| 3M | +26.4% | +7.2% | +19.2% | +24.0% |
| 6M | +19.3% | -24.2% | +43.5% | +26.3% |
| YTD | +28.3% | -25.8% | +54.1% | +35.6% |
| 1Y | +34.3% | -24.7% | +59.0% | +41.2% |
| 3Y | +140.1% | +39.3% | +100.9% | +106.0% |
| All | +157.9% | +43.9% | +114.1% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling