-10.8%
TTWO vs LDOS
-24.0%
+13.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -8.8% | -5.4% | -3.4% | -8.1% |
| 30D | -8.6% | +4.9% | -13.5% | -9.3% |
| 3M | -0.9% | +7.2% | -8.1% | -1.9% |
| 6M | -0.5% | -24.2% | +23.7% | +6.8% |
| YTD | -16.1% | -25.8% | +9.7% | -9.5% |
| 1Y | -10.8% | -24.7% | +13.9% | -3.6% |
| All | -10.8% | -24.0% | +13.3% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling