+1,053.4%
TTMI vs LDOS
+274.0%
+779.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.7% |
| 7D | +5.9% | -5.4% | +11.3% | +7.9% |
| 30D | -4.3% | +4.9% | -9.2% | -6.1% |
| 3M | -32.0% | +7.2% | -39.2% | -34.3% |
| 6M | +19.5% | -24.2% | +43.7% | +31.0% |
| YTD | +82.0% | -25.8% | +107.8% | +99.9% |
| 1Y | +172.6% | -24.7% | +197.3% | +197.9% |
| 3Y | +744.7% | +39.3% | +705.4% | +599.9% |
| 5Y | +805.6% | +43.3% | +762.2% | +626.4% |
| All | +1,053.4% | +274.0% | +779.3% | +681.7% |
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