+16.1%
TTWO vs LDOS
+49.1%
-33.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.2% |
| 7D | +13.0% | -7.2% | +20.2% | +14.6% |
| 30D | +5.3% | +16.8% | -11.5% | +2.0% |
| 3M | -7.6% | -1.6% | -6.0% | -7.5% |
| 6M | -3.2% | -1.0% | -2.2% | -3.5% |
| YTD | -16.1% | -25.8% | +9.7% | -11.4% |
| 1Y | -14.9% | -31.1% | +16.2% | -8.8% |
| 3Y | +59.9% | +32.8% | +27.1% | +44.2% |
| All | +16.1% | +49.1% | -33.1% | -1.3% |
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