+366.4%
TTMI vs LDOS
+49.1%
+317.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.2% | +7.3% |
| 7D | -19.8% | -7.2% | -12.6% | -18.9% |
| 30D | -48.1% | +16.8% | -65.0% | -50.2% |
| 3M | -51.2% | -1.6% | -49.6% | -51.5% |
| 6M | -59.6% | -1.0% | -58.6% | -59.7% |
| YTD | -3.6% | -25.8% | +22.2% | +4.8% |
| 1Y | -2.3% | -31.1% | +28.7% | +9.2% |
| 3Y | +369.4% | +32.8% | +336.6% | +302.5% |
| All | +366.4% | +49.1% | +317.3% | +280.0% |
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