-72.2%
TTD vs LDOS
-24.0%
-48.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | +6.3% | -5.4% | +11.7% | +7.5% |
| 30D | -23.9% | +4.9% | -28.8% | -25.2% |
| 3M | -31.4% | +7.2% | -38.6% | -33.2% |
| 6M | -42.7% | -24.2% | -18.4% | -39.2% |
| YTD | -62.0% | -25.8% | -36.2% | -59.3% |
| 1Y | -72.2% | -24.7% | -47.5% | -68.9% |
| All | -72.2% | -24.0% | -48.2% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling