+36.6%
GH vs LDOS
+49.1%
-12.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | -15.6% | -7.2% | -8.4% | -13.9% |
| 30D | -10.4% | +16.8% | -27.2% | -14.8% |
| 3M | -4.3% | -1.6% | -2.7% | -4.3% |
| 6M | +63.5% | -1.0% | +64.5% | +62.9% |
| YTD | +47.7% | -25.8% | +73.5% | +61.4% |
| 1Y | +56.7% | -31.1% | +87.8% | +76.3% |
| 3Y | +443.9% | +32.8% | +411.1% | +363.3% |
| All | +36.6% | +49.1% | -12.5% | +10.7% |
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