+490.4%
GME vs LDOS
+248.5%
+241.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.5% |
| 7D | +3.7% | -7.2% | +10.9% | +5.4% |
| 30D | +2.2% | +16.8% | -14.7% | -1.7% |
| 3M | +30.6% | -1.6% | +32.2% | +30.5% |
| 6M | -0.2% | -1.0% | +0.8% | -0.8% |
| YTD | +25.1% | -25.8% | +50.9% | +32.8% |
| 1Y | +17.7% | -31.1% | +48.7% | +27.2% |
| 3Y | +85.7% | +32.8% | +52.9% | +59.0% |
| 5Y | -52.9% | +49.4% | -102.3% | -61.5% |
| All | +490.4% | +248.5% | +241.9% | +251.7% |
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