+85.8%
TT vs LDOS
+35.4%
+50.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -9.0% | -3.7% | -5.3% | -8.6% |
| 30D | -17.6% | +16.4% | -34.0% | -19.6% |
| 3M | -18.7% | +7.4% | -26.1% | -19.8% |
| 6M | -17.4% | -0.3% | -17.1% | -17.3% |
| YTD | +1.5% | -24.0% | +25.6% | +6.5% |
| 1Y | -9.4% | -29.6% | +20.2% | -2.8% |
| All | +85.8% | +35.4% | +50.4% | +53.4% |
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