+33.8%
TTWO vs LDOS
+41.1%
-7.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 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