+172.6%
TTMI vs LDOS
-24.0%
+196.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.8% |
| 7D | +5.9% | -5.4% | +11.3% | +6.3% |
| 30D | -4.3% | +4.9% | -9.2% | -4.8% |
| 3M | -32.0% | +7.2% | -39.2% | -30.1% |
| 6M | +19.5% | -24.2% | +43.7% | +35.9% |
| YTD | +82.0% | -25.8% | +107.8% | +106.3% |
| 1Y | +172.6% | -24.7% | +197.3% | +219.0% |
| All | +172.6% | -24.0% | +196.7% | +219.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling