-2.3%
TTMI vs LDOS
-31.2%
+28.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.2% | +6.5% |
| 7D | -19.8% | -7.2% | -12.6% | -20.7% |
| 30D | -48.1% | +16.8% | -65.0% | -47.7% |
| 3M | -51.2% | -1.6% | -49.6% | -50.7% |
| 6M | -59.6% | -1.0% | -58.6% | -56.6% |
| YTD | -3.6% | -25.8% | +22.2% | +9.7% |
| 1Y | -2.3% | -31.1% | +28.7% | +26.3% |
| All | -2.3% | -31.2% | +28.8% | +26.3% |
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