+393.1%
GH vs LDOS
+124.7%
+268.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +4.4% |
| 7D | -7.0% | -5.8% | -1.2% | -5.2% |
| 30D | -5.2% | +11.6% | -16.8% | -9.1% |
| 3M | -5.8% | -1.0% | -4.8% | -6.0% |
| 6M | +65.9% | +5.1% | +60.9% | +60.8% |
| YTD | +55.5% | -24.0% | +79.5% | +69.0% |
| 1Y | +64.2% | -30.3% | +94.5% | +84.7% |
| 3Y | +606.0% | +37.0% | +569.1% | +491.3% |
| 5Y | +47.3% | +53.4% | -6.1% | +15.8% |
| All | +393.1% | +124.7% | +268.4% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling