+2,336.0%
TT vs LDOS
+494.7%
+1,841.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -0.2% | -5.4% | +5.2% | +2.0% |
| 30D | -7.4% | +4.9% | -12.3% | -9.5% |
| 3M | -3.2% | +7.2% | -10.4% | -7.0% |
| 6M | +1.1% | -24.2% | +25.4% | +11.9% |
| YTD | +15.6% | -25.8% | +41.4% | +27.4% |
| 1Y | +9.2% | -24.7% | +33.9% | +19.2% |
| 3Y | +124.4% | +39.3% | +85.1% | +80.3% |
| 5Y | +138.0% | +43.3% | +94.7% | +84.4% |
| 10Y | +886.4% | +278.6% | +607.8% | +363.6% |
| All | +2,336.0% | +494.7% | +1,841.3% | +725.9% |
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