-38.1%
GLXY vs LDOS
-10.2%
-28.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -2.9% |
| 7D | -16.2% | +1.9% | -18.0% | -16.4% |
| 30D | -30.6% | +12.8% | -43.4% | -33.1% |
| 3M | -27.7% | -1.0% | -26.7% | -27.9% |
| 6M | -53.3% | +6.2% | -59.5% | -53.8% |
| YTD | -36.9% | -23.2% | -13.7% | -26.8% |
| 1Y | -55.6% | -29.5% | -26.1% | -45.0% |
| All | -38.1% | -10.2% | -28.0% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling