+59.9%
TTWO vs LDOS
+32.3%
+27.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | +13.0% | -7.2% | +20.2% | +14.3% |
| 30D | +5.3% | +16.8% | -11.5% | +2.4% |
| 3M | -7.6% | -1.6% | -6.0% | -7.6% |
| 6M | -3.2% | -1.0% | -2.2% | -3.4% |
| YTD | -16.1% | -25.8% | +9.7% | -11.9% |
| 1Y | -14.9% | -31.1% | +16.2% | -9.7% |
| 3Y | +59.9% | +32.8% | +27.1% | +51.6% |
| All | +59.9% | +32.3% | +27.6% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling