+449.9%
TTMI vs LDOS
+262.7%
+187.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.3% | +10.9% | +12.5% |
| 7D | -1.6% | -5.8% | +4.2% | 0.0% |
| 30D | -37.7% | +11.6% | -49.3% | -40.5% |
| 3M | -45.1% | -1.0% | -44.1% | -45.7% |
| 6M | -52.1% | +5.1% | -57.2% | -54.0% |
| YTD | +9.2% | -24.0% | +33.2% | +17.6% |
| 1Y | +12.9% | -30.3% | +43.2% | +26.2% |
| 3Y | +445.5% | +37.0% | +408.5% | +348.5% |
| 5Y | +427.9% | +53.4% | +374.5% | +305.6% |
| 10Y | +449.9% | +252.0% | +197.9% | +240.2% |
| All | +449.9% | +262.7% | +187.2% | +240.2% |
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