+47.0%
GH vs LDOS
+52.3%
-5.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.3% |
| 7D | -8.2% | -1.3% | -6.9% | -7.8% |
| 30D | -4.9% | +10.1% | -15.0% | -7.9% |
| 3M | -6.2% | -4.7% | -1.6% | -5.4% |
| 6M | +60.0% | +5.6% | +54.5% | +55.9% |
| YTD | +51.5% | -25.1% | +76.6% | +65.1% |
| 1Y | +58.4% | -31.7% | +90.1% | +79.0% |
| 3Y | +617.2% | +33.7% | +583.5% | +509.9% |
| 5Y | +47.0% | +54.4% | -7.3% | +19.4% |
| All | +47.0% | +52.3% | -5.2% | +19.4% |
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