+453.1%
GH vs LDOS
+35.4%
+417.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.1% | -9.1% | -9.0% |
| 7D | -17.2% | -3.7% | -13.5% | -16.6% |
| 30D | -10.1% | +16.4% | -26.5% | -13.8% |
| 3M | -6.0% | +7.4% | -13.4% | -8.3% |
| 6M | +71.4% | -0.3% | +71.7% | +71.7% |
| YTD | +50.2% | -24.0% | +74.2% | +63.3% |
| 1Y | +61.4% | -29.6% | +91.0% | +80.9% |
| All | +453.1% | +35.4% | +417.7% | +249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling