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  • TTWO vs LDOS✓SelectedUSD · LDOSTTWO vs LDOS performance historyLatest closeAs of-0.65%09/08
Stock and ETF performance explorer

TTWO vs LDOS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+33.8%
LDOS return
+41.1%
Excess return
-7.3%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioLDOSExcessAlpha
1D-0.7%-2.9%+2.2%-0.1%
7D-1.6%-7.1%+5.6%-0.2%
30D-13.5%-6.1%-7.4%-12.5%
3M+0.3%+5.6%-5.3%-1.0%
6M+0.8%-26.9%+27.8%+7.4%
YTD-16.7%-27.9%+11.2%-11.3%
1Y-14.3%-26.8%+12.5%-9.2%
3Y+49.4%+39.6%+9.8%+33.1%
5Y+33.8%+39.4%-5.6%+19.1%
All+33.8%+41.1%-7.3%+19.1%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling