+2,132.5%
TT vs LDOS
+508.5%
+1,624.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -8.5% | -2.8% | -5.7% | -7.6% |
| 30D | -12.8% | +13.6% | -26.4% | -17.6% |
| 3M | -12.9% | +4.2% | -17.1% | -15.3% |
| 6M | -15.2% | -8.2% | -7.0% | -13.9% |
| YTD | +6.2% | -24.1% | +30.3% | +15.1% |
| 1Y | -4.5% | -31.2% | +26.7% | +7.9% |
| 3Y | +93.6% | +35.0% | +58.6% | +57.0% |
| 5Y | +141.1% | +52.6% | +88.4% | +80.5% |
| 10Y | +796.8% | +261.9% | +534.9% | +328.5% |
| All | +2,132.5% | +508.5% | +1,624.0% | +644.3% |
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