+194.6%
GE vs LDOS
+509.1%
-314.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +0.5% | -3.7% | +4.2% | +1.9% |
| 30D | +1.7% | +16.4% | -14.7% | -4.5% |
| 3M | -17.3% | +7.4% | -24.7% | -20.3% |
| 6M | +10.1% | -0.3% | +10.4% | +8.5% |
| YTD | +2.6% | -24.0% | +26.6% | +11.4% |
| 1Y | +3.7% | -29.6% | +33.3% | +16.2% |
| 3Y | +268.3% | +35.1% | +233.2% | +205.2% |
| 5Y | +376.2% | +52.9% | +323.3% | +264.1% |
| 10Y | +156.4% | +262.2% | -105.8% | +37.5% |
| All | +194.6% | +509.1% | -314.5% | +17.4% |
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