-0.4%
GME vs LDOS
+39.7%
-40.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +7.2% | -5.4% | +12.6% | +7.4% |
| 30D | +0.8% | +4.9% | -4.1% | +0.6% |
| 3M | -14.0% | +7.2% | -21.1% | -14.2% |
| 6M | -19.7% | -24.2% | +4.5% | -19.2% |
| YTD | -4.6% | -25.8% | +21.2% | -3.9% |
| 1Y | -14.3% | -24.7% | +10.4% | -13.6% |
| All | -0.4% | +39.7% | -40.1% | -23.5% |
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