+8.9%
GE vs LDOS
-29.6%
+38.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +5.4% | +1.9% | +3.5% | +5.2% |
| 30D | +9.6% | +12.8% | -3.1% | +8.2% |
| 3M | -7.7% | -1.0% | -6.7% | -7.8% |
| 6M | +14.0% | +6.2% | +7.8% | +12.8% |
| YTD | +10.2% | -23.2% | +33.4% | +11.7% |
| 1Y | +8.9% | -29.5% | +38.4% | +15.8% |
| All | +8.9% | -29.6% | +38.6% | +15.8% |
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