+808.8%
TTMI vs LDOS
+43.9%
+764.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.7% |
| 7D | +5.9% | -5.4% | +11.3% | +7.3% |
| 30D | -4.3% | +4.9% | -9.2% | -5.6% |
| 3M | -32.0% | +7.2% | -39.2% | -33.3% |
| 6M | +19.5% | -24.2% | +43.7% | +30.4% |
| YTD | +82.0% | -25.8% | +107.8% | +99.0% |
| 1Y | +172.6% | -24.7% | +197.3% | +196.9% |
| 3Y | +744.7% | +39.3% | +705.4% | +624.0% |
| All | +808.8% | +43.9% | +764.9% | +641.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling