+27.0%
GDDY vs LDOS
+38.7%
-11.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -8.1% | -4.2% | -3.9% | -7.3% |
| 30D | +2.3% | -7.9% | +10.2% | +3.9% |
| 3M | +14.7% | +4.1% | +10.6% | +13.2% |
| 6M | +2.1% | -28.2% | +30.3% | +9.1% |
| YTD | -24.6% | -28.5% | +4.0% | -19.4% |
| 1Y | -37.1% | -27.7% | -9.5% | -32.9% |
| All | +27.0% | +38.7% | -11.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling