+558.1%
TTD vs LDOS
+254.8%
+303.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.7% |
| 7D | +19.9% | +1.9% | +18.0% | +18.9% |
| 30D | +27.6% | +12.8% | +14.9% | +19.4% |
| 3M | +15.2% | -1.0% | +16.2% | +15.0% |
| 6M | -33.2% | +6.2% | -39.4% | -36.6% |
| YTD | -59.4% | -23.2% | -36.2% | -54.4% |
| 1Y | -64.4% | -29.5% | -34.9% | -58.0% |
| 3Y | -75.9% | +37.1% | -113.0% | -81.6% |
| 5Y | -82.6% | +55.6% | -138.2% | -88.1% |
| 10Y | +558.1% | +249.4% | +308.7% | +112.2% |
| All | +558.1% | +254.8% | +303.3% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling