+733.5%
TT vs LDOS
+256.7%
+476.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -9.0% | -3.7% | -5.3% | -7.9% |
| 30D | -17.6% | +16.4% | -34.0% | -22.2% |
| 3M | -18.7% | +7.4% | -26.1% | -21.4% |
| 6M | -17.4% | -0.3% | -17.1% | -18.5% |
| YTD | +1.5% | -24.0% | +25.6% | +9.5% |
| 1Y | -9.4% | -29.6% | +20.2% | +0.7% |
| 3Y | +85.1% | +35.1% | +50.0% | +50.7% |
| 5Y | +125.7% | +52.9% | +72.8% | +70.2% |
| All | +733.5% | +256.7% | +476.8% | +344.5% |
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