+325.6%
TTD vs LDOS
+277.0%
+48.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -1.9% | -3.7% | +1.8% | -0.3% |
| 30D | +7.5% | +16.4% | -8.9% | -1.3% |
| 3M | -32.4% | +7.4% | -39.8% | -36.0% |
| 6M | -47.9% | -0.3% | -47.6% | -48.9% |
| YTD | -66.3% | -24.0% | -42.2% | -62.0% |
| 1Y | -73.1% | -29.6% | -43.6% | -68.5% |
| 3Y | -83.8% | +35.1% | -118.9% | -87.5% |
| 5Y | -81.3% | +52.9% | -134.2% | -87.0% |
| 10Y | +436.7% | +262.2% | +174.4% | +118.9% |
| All | +325.6% | +277.0% | +48.6% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling