-82.3%
TTD vs LDOS
+39.7%
-122.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | +6.3% | -5.4% | +11.7% | +8.4% |
| 30D | -23.9% | +4.9% | -28.8% | -25.8% |
| 3M | -31.4% | +7.2% | -38.6% | -33.9% |
| 6M | -42.7% | -24.2% | -18.4% | -36.4% |
| YTD | -62.0% | -25.8% | -36.2% | -57.7% |
| 1Y | -72.2% | -24.7% | -47.5% | -69.5% |
| All | -82.3% | +39.7% | -122.0% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling