+339.1%
TTMI vs LDOS
+35.4%
+303.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.1% | -15.3% | -15.2% |
| 7D | -29.0% | -3.7% | -25.3% | -28.9% |
| 30D | -53.1% | +16.4% | -69.5% | -54.1% |
| 3M | -52.6% | +7.4% | -60.0% | -53.2% |
| 6M | -61.0% | -0.3% | -60.7% | -60.3% |
| YTD | -9.8% | -24.0% | +14.2% | -1.5% |
| 1Y | -11.2% | -29.6% | +18.4% | -0.6% |
| All | +339.1% | +35.4% | +303.7% | +322.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling