+382.5%
GH vs LDOS
+127.1%
+255.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -11.2% | +1.9% | -13.1% | -11.8% |
| 30D | -7.2% | +12.8% | -20.0% | -11.4% |
| 3M | -7.1% | -1.0% | -6.1% | -7.3% |
| 6M | +62.3% | +6.2% | +56.1% | +56.7% |
| YTD | +52.1% | -23.2% | +75.3% | +64.7% |
| 1Y | +58.6% | -29.5% | +88.1% | +77.8% |
| 3Y | +619.9% | +37.1% | +582.8% | +503.1% |
| 5Y | +49.7% | +55.6% | -5.9% | +17.0% |
| All | +382.5% | +127.1% | +255.3% | +148.3% |
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