+1,274.5%
TTWO vs LDOS
+508.8%
+765.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -4.3% |
| 7D | +8.0% | -5.8% | +13.8% | +10.1% |
| 30D | -2.8% | +11.6% | -14.4% | -6.8% |
| 3M | -15.9% | -1.0% | -14.9% | -15.9% |
| 6M | -5.9% | +5.1% | -11.0% | -8.8% |
| YTD | -19.0% | -24.0% | +5.1% | -12.2% |
| 1Y | -10.6% | -30.3% | +19.7% | -0.1% |
| 3Y | +41.7% | +37.0% | +4.8% | +18.6% |
| 5Y | +11.0% | +53.4% | -42.3% | -13.3% |
| 10Y | +323.3% | +252.0% | +71.3% | +114.5% |
| All | +1,274.5% | +508.8% | +765.7% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling