+87.9%
GM vs LDOS
+43.9%
+44.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.9% | -5.4% | +7.3% | +3.5% |
| 30D | -1.4% | +4.9% | -6.3% | -2.8% |
| 3M | +5.9% | +7.2% | -1.3% | +3.3% |
| 6M | +12.4% | -24.2% | +36.6% | +21.1% |
| YTD | +8.6% | -25.8% | +34.4% | +16.9% |
| 1Y | +52.6% | -24.7% | +77.3% | +62.9% |
| 3Y | +169.7% | +39.3% | +130.4% | +115.2% |
| All | +87.9% | +43.9% | +44.0% | +43.4% |
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