-85.4%
TTD vs LDOS
+49.1%
-134.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | +5.2% | -7.2% | +12.4% | +8.1% |
| 30D | +6.9% | +16.8% | -9.9% | +0.2% |
| 3M | -26.8% | -1.6% | -25.2% | -27.0% |
| 6M | -46.1% | -1.0% | -45.2% | -46.7% |
| YTD | -65.9% | -25.8% | -40.2% | -62.2% |
| 1Y | -71.8% | -31.1% | -40.7% | -67.7% |
| 3Y | -83.3% | +32.8% | -116.1% | -86.3% |
| All | -85.4% | +49.1% | -134.6% | -88.6% |
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