+461.3%
GME vs LDOS
+226.9%
+234.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.9% | -1.6% | +4.5% | +3.3% |
| 30D | -4.8% | +8.2% | -13.0% | -6.7% |
| 3M | +39.2% | -8.2% | +47.4% | +41.3% |
| 6M | +17.1% | +5.8% | +11.2% | +14.3% |
| YTD | +28.7% | -27.0% | +55.7% | +37.1% |
| 1Y | +23.3% | -31.0% | +54.3% | +33.1% |
| 3Y | +112.9% | +29.3% | +83.7% | +83.9% |
| 5Y | -48.8% | +48.7% | -97.6% | -58.1% |
| All | +461.3% | +226.9% | +234.4% | +278.1% |
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