+1,104.3%
TRV vs LDOS
+494.7%
+609.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -0.1% | -5.4% | +5.3% | +1.8% |
| 30D | -3.4% | +4.9% | -8.3% | -5.4% |
| 3M | +26.4% | +7.2% | +19.2% | +22.1% |
| 6M | +19.3% | -24.2% | +43.5% | +30.7% |
| YTD | +28.3% | -25.8% | +54.1% | +40.1% |
| 1Y | +34.3% | -24.7% | +59.0% | +45.5% |
| 3Y | +140.1% | +39.3% | +100.9% | +97.9% |
| 5Y | +155.7% | +43.3% | +112.4% | +104.0% |
| 10Y | +285.5% | +278.6% | +7.0% | +104.7% |
| All | +1,104.3% | +494.7% | +609.5% | +384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling