+410.0%
TTMI vs LDOS
+509.1%
-99.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.1% | -15.3% | -15.2% |
| 7D | -29.0% | -3.7% | -25.3% | -28.2% |
| 30D | -53.1% | +16.4% | -69.5% | -56.7% |
| 3M | -52.6% | +7.4% | -60.0% | -55.1% |
| 6M | -61.0% | -0.3% | -60.7% | -62.3% |
| YTD | -9.8% | -24.0% | +14.2% | -2.6% |
| 1Y | -11.2% | -29.6% | +18.4% | -0.3% |
| 3Y | +325.0% | +35.1% | +289.9% | +237.2% |
| 5Y | +335.4% | +52.9% | +282.5% | +217.1% |
| 10Y | +380.1% | +262.2% | +117.9% | +108.4% |
| All | +410.0% | +509.1% | -99.1% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling