+398.5%
TTMI vs LDOS
+249.8%
+148.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.5% |
| 7D | -11.5% | +1.9% | -13.4% | -12.1% |
| 30D | -40.3% | +12.8% | -53.1% | -43.1% |
| 3M | -44.5% | -1.0% | -43.5% | -45.0% |
| 6M | -54.1% | +6.2% | -60.3% | -56.0% |
| YTD | +4.7% | -23.2% | +27.9% | +12.4% |
| 1Y | +3.3% | -29.5% | +32.8% | +15.1% |
| 3Y | +407.2% | +37.1% | +370.2% | +317.6% |
| 5Y | +406.5% | +55.6% | +350.9% | +287.5% |
| All | +398.5% | +249.8% | +148.7% | +225.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling