-55.0%
GLXY vs LDOS
-31.2%
-23.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.3% |
| 7D | -14.6% | -7.2% | -7.4% | -14.5% |
| 30D | -36.2% | +16.8% | -53.0% | -38.6% |
| 3M | -30.1% | -1.6% | -28.5% | -30.5% |
| 6M | -56.1% | -1.0% | -55.1% | -54.9% |
| YTD | -38.9% | -25.8% | -13.1% | -31.8% |
| 1Y | -55.0% | -31.1% | -23.9% | -41.8% |
| All | -55.0% | -31.2% | -23.8% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling