-7.1%
TT vs LDOS
-31.2%
+24.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.3% |
| 7D | -2.0% | -7.2% | +5.2% | -2.3% |
| 30D | -14.0% | +16.8% | -30.9% | -13.8% |
| 3M | -15.9% | -1.6% | -14.3% | -15.9% |
| 6M | -17.3% | -1.0% | -16.3% | -16.9% |
| YTD | +4.0% | -25.8% | +29.7% | +2.2% |
| 1Y | -7.1% | -31.1% | +24.0% | -6.6% |
| All | -7.1% | -31.2% | +24.1% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling