+2,034.3%
TT vs LDOS
+509.1%
+1,525.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -9.0% | -3.7% | -5.3% | -7.8% |
| 30D | -17.6% | +16.4% | -34.0% | -22.9% |
| 3M | -18.7% | +7.4% | -26.1% | -21.9% |
| 6M | -17.4% | -0.3% | -17.1% | -18.9% |
| YTD | +1.5% | -24.0% | +25.6% | +10.0% |
| 1Y | -9.4% | -29.6% | +20.2% | +1.4% |
| 3Y | +85.1% | +35.1% | +50.0% | +50.0% |
| 5Y | +125.7% | +52.9% | +72.8% | +68.9% |
| 10Y | +757.3% | +262.2% | +495.1% | +309.5% |
| All | +2,034.3% | +509.1% | +1,525.3% | +611.3% |
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