+773.3%
GOOG vs LDOS
+260.1%
+513.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.8% |
| 7D | +1.1% | -7.1% | +8.2% | +3.1% |
| 30D | -5.1% | -6.1% | +1.0% | -3.5% |
| 3M | -7.1% | +5.6% | -12.7% | -9.1% |
| 6M | +12.7% | -26.9% | +39.6% | +22.4% |
| YTD | +7.1% | -27.9% | +35.0% | +16.0% |
| 1Y | +43.6% | -26.8% | +70.4% | +54.3% |
| 3Y | +146.8% | +39.6% | +107.2% | +107.8% |
| 5Y | +133.7% | +39.4% | +94.3% | +92.8% |
| 10Y | +773.3% | +260.0% | +513.4% | +466.6% |
| All | +773.3% | +260.1% | +513.2% | +466.6% |
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 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