+376.5%
GH vs LDOS
+124.8%
+251.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.1% | -9.1% | -9.0% |
| 7D | -17.2% | -3.7% | -13.5% | -16.3% |
| 30D | -10.1% | +16.4% | -26.5% | -15.2% |
| 3M | -6.0% | +7.4% | -13.4% | -9.1% |
| 6M | +71.4% | -0.3% | +71.7% | +69.4% |
| YTD | +50.2% | -24.0% | +74.2% | +63.2% |
| 1Y | +61.4% | -29.6% | +91.0% | +80.8% |
| 3Y | +435.2% | +35.1% | +400.0% | +350.6% |
| 5Y | +39.2% | +52.9% | -13.7% | +9.6% |
| All | +376.5% | +124.8% | +251.7% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling