-85.1%
TTD vs LDOS
+48.3%
-133.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +21.3% | -1.6% | +22.9% | +22.1% |
| 30D | +28.7% | +8.2% | +20.5% | +24.5% |
| 3M | +7.7% | -8.2% | +15.9% | +10.8% |
| 6M | -23.5% | +5.8% | -29.3% | -26.4% |
| YTD | -58.7% | -27.0% | -31.7% | -53.8% |
| 1Y | -63.4% | -31.0% | -32.4% | -58.1% |
| 3Y | -75.3% | +29.3% | -104.6% | -79.6% |
| All | -85.1% | +48.3% | -133.4% | -88.5% |
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