+280.4%
GE vs LDOS
+39.7%
+240.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.6% | -5.4% | +3.8% | -0.5% |
| 30D | -11.6% | +4.9% | -16.5% | -12.6% |
| 3M | +3.0% | +7.2% | -4.2% | +1.2% |
| 6M | -0.5% | -24.2% | +23.7% | +5.6% |
| YTD | +9.7% | -25.8% | +35.5% | +16.5% |
| 1Y | +20.0% | -24.7% | +44.8% | +26.9% |
| All | +280.4% | +39.7% | +240.6% | +265.6% |
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