+246.5%
GM vs LDOS
+597.9%
-351.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.9% | -5.4% | +7.3% | +4.2% |
| 30D | -1.4% | +4.9% | -6.3% | -3.6% |
| 3M | +5.9% | +7.2% | -1.3% | +2.0% |
| 6M | +12.4% | -24.2% | +36.6% | +24.2% |
| YTD | +8.6% | -25.8% | +34.4% | +19.9% |
| 1Y | +52.6% | -24.7% | +77.3% | +66.7% |
| 3Y | +169.7% | +39.3% | +130.4% | +116.7% |
| 5Y | +87.5% | +43.3% | +44.2% | +46.0% |
| 10Y | +233.0% | +278.6% | -45.6% | +72.4% |
| All | +246.5% | +597.9% | -351.4% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling