-83.5%
TTD vs LDOS
+35.4%
-118.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -1.9% | -3.7% | +1.8% | -0.8% |
| 30D | +7.5% | +16.4% | -8.9% | +1.4% |
| 3M | -32.4% | +7.4% | -39.8% | -34.9% |
| 6M | -47.9% | -0.3% | -47.6% | -48.5% |
| YTD | -66.3% | -24.0% | -42.2% | -63.0% |
| 1Y | -73.1% | -29.6% | -43.6% | -69.6% |
| All | -83.5% | +35.4% | -118.8% | -84.4% |
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