+42.5%
GM vs LDOS
+48.3%
-5.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -0.2% | -1.6% | +1.4% | +0.3% |
| 30D | +3.6% | +8.2% | -4.7% | +1.2% |
| 3M | -0.2% | -8.2% | +7.9% | +1.9% |
| 6M | +13.9% | +5.8% | +8.1% | +11.5% |
| YTD | +6.5% | -27.0% | +33.4% | +14.9% |
| 1Y | +20.7% | -31.0% | +51.6% | +32.7% |
| 3Y | +229.5% | +29.3% | +200.2% | +170.2% |
| All | +42.5% | +48.3% | -5.8% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling