+51.8%
TTWO vs LDOS
+30.5%
+21.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +6.0% | -1.6% | +7.6% | +6.3% |
| 30D | +13.2% | +8.2% | +5.0% | +11.5% |
| 3M | -5.8% | -8.2% | +2.3% | -4.9% |
| 6M | +0.4% | +5.8% | -5.5% | -1.0% |
| YTD | -11.0% | -27.0% | +16.0% | -6.3% |
| 1Y | -4.1% | -31.0% | +26.9% | +1.7% |
| 3Y | +51.8% | +29.3% | +22.5% | +39.4% |
| All | +51.8% | +30.5% | +21.3% | +39.4% |
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 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