+8.9%
GE vs LDOS
-27.6%
+36.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | +9.4% | -2.8% | +12.2% | +9.6% |
| 30D | +7.5% | +13.6% | -6.0% | +6.0% |
| 3M | -12.5% | +4.2% | -16.8% | -13.1% |
| 6M | +17.8% | -8.2% | +26.0% | +18.4% |
| YTD | +7.4% | -24.1% | +31.5% | +9.2% |
| 1Y | +8.9% | -31.2% | +40.1% | +16.0% |
| All | +8.9% | -27.6% | +36.5% | +16.0% |
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