+101.5%
GME vs LDOS
+35.8%
+65.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.5% | +1.9% |
| 7D | +5.8% | -5.8% | +11.6% | +5.7% |
| 30D | -3.7% | +11.6% | -15.2% | -3.6% |
| 3M | +33.6% | -1.0% | +34.6% | +33.5% |
| 6M | +5.4% | +5.1% | +0.3% | +5.3% |
| YTD | +27.4% | -24.0% | +51.5% | +26.8% |
| 1Y | +19.0% | -30.3% | +49.3% | +17.6% |
| 3Y | +101.5% | +37.0% | +64.5% | +85.2% |
| All | +101.5% | +35.8% | +65.7% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling