+461.5%
GME vs LDOS
+509.1%
-47.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +0.7% | -3.7% | +4.4% | +1.8% |
| 30D | -2.4% | +16.4% | -18.8% | -7.1% |
| 3M | +27.1% | +7.4% | +19.7% | +23.5% |
| 6M | -0.2% | -0.3% | +0.1% | -1.4% |
| YTD | +20.4% | -24.0% | +44.4% | +28.7% |
| 1Y | +9.8% | -29.6% | +39.4% | +20.3% |
| 3Y | +74.3% | +35.1% | +39.1% | +46.2% |
| 5Y | -54.7% | +52.9% | -107.6% | -64.1% |
| 10Y | +482.0% | +262.2% | +219.8% | +211.0% |
| All | +461.5% | +509.1% | -47.6% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling