-57.2%
GLXY vs LDOS
-10.3%
-46.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.1% |
| 7D | -28.4% | -3.7% | -24.7% | -29.2% |
| 30D | -41.4% | +16.4% | -57.8% | -40.4% |
| 3M | -31.9% | +7.4% | -39.3% | -32.1% |
| 6M | -57.2% | -0.3% | -56.9% | -52.8% |
| All | -57.2% | -10.3% | -46.9% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling