+1,322.8%
TTWO vs LDOS
+494.7%
+828.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -8.8% | -5.4% | -3.4% | -7.0% |
| 30D | -8.6% | +4.9% | -13.5% | -10.3% |
| 3M | -0.9% | +7.2% | -8.1% | -4.2% |
| 6M | -0.5% | -24.2% | +23.7% | +8.8% |
| YTD | -16.1% | -25.8% | +9.7% | -8.1% |
| 1Y | -10.8% | -24.7% | +13.9% | -3.1% |
| 3Y | +51.4% | +39.3% | +12.1% | +25.8% |
| 5Y | +33.7% | +43.3% | -9.6% | +7.4% |
| 10Y | +380.3% | +278.6% | +101.7% | +135.9% |
| All | +1,322.8% | +494.7% | +828.1% | +430.1% |
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 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