+249.1%
GM vs LDOS
+262.7%
-13.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.7% | +3.1% |
| 7D | -0.3% | -5.8% | +5.5% | +2.1% |
| 30D | +8.4% | +11.6% | -3.2% | +3.4% |
| 3M | +2.6% | -1.0% | +3.6% | +2.7% |
| 6M | +14.3% | +5.1% | +9.2% | +10.7% |
| YTD | +11.0% | -24.0% | +35.0% | +21.6% |
| 1Y | +27.8% | -30.3% | +58.1% | +45.5% |
| 3Y | +246.7% | +37.0% | +209.7% | +171.8% |
| 5Y | +59.6% | +53.4% | +6.2% | +15.0% |
| 10Y | +249.1% | +252.0% | -2.8% | +104.6% |
| All | +249.1% | +262.7% | -13.5% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling