-59.6%
TTMI vs LDOS
-1.7%
-57.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.2% | +5.6% |
| 7D | -19.8% | -7.2% | -12.6% | -22.6% |
| 30D | -48.1% | +16.8% | -65.0% | -44.5% |
| 3M | -51.2% | -1.6% | -49.6% | -50.0% |
| 6M | -59.6% | -1.0% | -58.6% | -49.8% |
| All | -59.6% | -1.7% | -57.9% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling