+56.7%
GH vs LDOS
-31.2%
+87.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | -15.6% | -7.2% | -8.4% | -15.1% |
| 30D | -10.4% | +16.8% | -27.2% | -12.0% |
| 3M | -4.3% | -1.6% | -2.7% | -4.6% |
| 6M | +63.5% | -1.0% | +64.5% | +66.5% |
| YTD | +47.7% | -25.8% | +73.5% | +55.1% |
| 1Y | +56.7% | -31.1% | +87.8% | +72.8% |
| All | +56.7% | -31.2% | +87.9% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling