-14.8%
TTWO vs LDOS
-27.4%
+12.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -2.3% | -4.2% | +1.9% | -1.7% |
| 30D | -16.7% | -7.9% | -8.9% | -15.8% |
| 3M | -0.4% | +4.1% | -4.5% | -1.1% |
| 6M | -1.6% | -28.2% | +26.6% | +6.6% |
| YTD | -17.5% | -28.5% | +11.0% | -10.5% |
| 1Y | -14.8% | -27.7% | +12.9% | -7.6% |
| All | -14.8% | -27.4% | +12.5% | -7.6% |
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