-34.0%
GDDY vs LDOS
-28.1%
-5.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -3.2% | -3.1% | 0.0% | -2.5% |
| 30D | +6.8% | -8.2% | +15.0% | +8.7% |
| 3M | +30.5% | +5.9% | +24.5% | +27.7% |
| 6M | +13.3% | -25.2% | +38.5% | +22.5% |
| YTD | -21.0% | -28.1% | +7.2% | -13.4% |
| 1Y | -34.0% | -29.7% | -4.3% | -27.8% |
| All | -34.0% | -28.1% | -5.9% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling