+371.1%
GH vs LDOS
+116.0%
+255.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | -6.9% | +8.2% | -15.2% | -9.8% |
| 3M | -4.9% | -8.2% | +3.3% | -2.6% |
| 6M | +54.1% | +5.8% | +48.2% | +48.6% |
| YTD | +48.5% | -27.0% | +75.5% | +63.6% |
| 1Y | +61.2% | -31.0% | +92.1% | +81.7% |
| 3Y | +570.3% | +29.3% | +541.1% | +473.3% |
| 5Y | +46.1% | +48.7% | -2.6% | +16.1% |
| All | +371.1% | +116.0% | +255.1% | +146.8% |
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