-48.9%
GME vs LDOS
+54.3%
-103.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +4.8% | +1.9% | +2.9% | +4.5% |
| 30D | -4.3% | +12.8% | -17.0% | -6.0% |
| 3M | +35.3% | -1.0% | +36.4% | +35.2% |
| 6M | +4.7% | +6.2% | -1.5% | +3.3% |
| YTD | +26.6% | -23.2% | +49.9% | +31.6% |
| 1Y | +18.3% | -29.5% | +47.8% | +24.7% |
| 3Y | +102.8% | +37.1% | +65.7% | +67.5% |
| 5Y | -48.9% | +55.6% | -104.6% | -56.5% |
| All | -48.9% | +54.3% | -103.2% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling