+194.9%
GDDY vs LDOS
+267.6%
-72.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.6% |
| 7D | -7.0% | -2.1% | -4.9% | -6.2% |
| 30D | +6.2% | -8.0% | +14.3% | +9.3% |
| 3M | +20.0% | +6.8% | +13.2% | +16.1% |
| 6M | +6.8% | -24.5% | +31.3% | +17.4% |
| YTD | -22.3% | -27.8% | +5.4% | -13.7% |
| 1Y | -33.5% | -27.4% | -6.1% | -26.4% |
| 3Y | +29.2% | +39.9% | -10.7% | +5.3% |
| 5Y | +28.1% | +42.1% | -14.0% | +1.1% |
| All | +194.9% | +267.6% | -72.7% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling