+443.1%
TTMI vs LDOS
+241.3%
+201.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.4% | +11.4% | +9.7% |
| 7D | +7.2% | -1.3% | +8.6% | +7.6% |
| 30D | -28.7% | +10.1% | -38.8% | -31.6% |
| 3M | -39.8% | -4.7% | -35.1% | -39.7% |
| 6M | -51.7% | +5.6% | -57.3% | -53.8% |
| YTD | +14.1% | -25.1% | +39.2% | +23.3% |
| 1Y | +16.0% | -31.7% | +47.6% | +30.4% |
| 3Y | +452.7% | +33.7% | +419.0% | +358.1% |
| 5Y | +451.5% | +54.4% | +397.1% | +321.7% |
| 10Y | +443.1% | +236.4% | +206.7% | +256.8% |
| All | +443.1% | +241.3% | +201.9% | +256.8% |
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