+399.9%
GH vs LDOS
+113.2%
+286.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.8% |
| 7D | -2.1% | -7.1% | +5.1% | +0.5% |
| 30D | -4.5% | -6.1% | +1.6% | -2.5% |
| 3M | +28.9% | +5.6% | +23.3% | +25.0% |
| 6M | +76.5% | -26.9% | +103.4% | +97.1% |
| YTD | +57.6% | -27.9% | +85.5% | +75.2% |
| 1Y | +167.5% | -26.8% | +194.3% | +195.7% |
| 3Y | +377.4% | +39.6% | +337.8% | +297.1% |
| 5Y | +23.8% | +39.4% | -15.5% | +1.1% |
| All | +399.9% | +113.2% | +286.7% | +164.3% |
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