-80.8%
TTD vs LDOS
+43.9%
-124.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | +6.3% | -5.4% | +11.7% | +8.5% |
| 30D | -23.9% | +4.9% | -28.8% | -25.9% |
| 3M | -31.4% | +7.2% | -38.6% | -34.0% |
| 6M | -42.7% | -24.2% | -18.4% | -36.3% |
| YTD | -62.0% | -25.8% | -36.2% | -57.6% |
| 1Y | -72.2% | -24.7% | -47.5% | -69.4% |
| 3Y | -81.9% | +39.3% | -121.2% | -85.4% |
| All | -80.8% | +43.9% | -124.7% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling