+406.5%
GDDY vs LDOS
+425.6%
-19.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.4% |
| 7D | +3.7% | -5.4% | +9.1% | +5.7% |
| 30D | +10.4% | +4.9% | +5.5% | +8.2% |
| 3M | +19.4% | +7.2% | +12.2% | +15.4% |
| 6M | +14.3% | -24.2% | +38.5% | +25.0% |
| YTD | -18.4% | -25.8% | +7.5% | -10.5% |
| 1Y | -30.1% | -24.7% | -5.4% | -23.9% |
| 3Y | +39.4% | +39.3% | +0.2% | +15.4% |
| 5Y | +35.2% | +43.3% | -8.2% | +8.2% |
| 10Y | +210.0% | +278.6% | -68.6% | +75.6% |
| All | +406.5% | +425.6% | -19.1% | +150.7% |
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 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