-64.7%
TTD vs LDOS
-32.8%
-31.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | +20.8% | -3.5% | +24.2% | +21.8% |
| 30D | +27.1% | +9.5% | +17.6% | +23.9% |
| 3M | +14.7% | -6.3% | +21.0% | +15.7% |
| 6M | -26.8% | +2.8% | -29.6% | -28.5% |
| YTD | -59.2% | -26.6% | -32.6% | -56.3% |
| 1Y | -64.7% | -31.3% | -33.4% | -61.8% |
| All | -64.7% | -32.8% | -31.8% | -61.8% |
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