+22.1%
GH vs LDOS
+43.9%
-21.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -0.1% | -5.4% | +5.4% | +1.6% |
| 30D | -1.1% | +4.9% | -6.0% | -2.8% |
| 3M | +21.3% | +7.2% | +14.1% | +18.1% |
| 6M | +73.5% | -24.2% | +97.8% | +90.0% |
| YTD | +58.0% | -25.8% | +83.8% | +72.8% |
| 1Y | +163.1% | -24.7% | +187.8% | +186.3% |
| 3Y | +361.0% | +39.3% | +321.8% | +294.1% |
| All | +22.1% | +43.9% | -21.8% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling