+129.1%
TT vs LDOS
+39.7%
+89.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -0.2% | -5.4% | +5.2% | +0.7% |
| 30D | -7.4% | +4.9% | -12.3% | -8.3% |
| 3M | -3.2% | +7.2% | -10.4% | -4.5% |
| 6M | +1.1% | -24.2% | +25.4% | +7.4% |
| YTD | +15.6% | -25.8% | +41.4% | +22.3% |
| 1Y | +9.2% | -24.7% | +33.9% | +14.8% |
| All | +129.1% | +39.7% | +89.4% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling