+147.6%
GOOG vs LDOS
+39.7%
+107.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -2.1% | -5.4% | +3.3% | -1.5% |
| 30D | -6.8% | +4.9% | -11.7% | -7.5% |
| 3M | -9.1% | +7.2% | -16.3% | -10.0% |
| 6M | +10.7% | -24.2% | +35.0% | +14.1% |
| YTD | +7.1% | -25.8% | +32.9% | +10.4% |
| 1Y | +44.6% | -24.7% | +69.3% | +48.7% |
| All | +147.6% | +39.7% | +107.9% | +153.5% |
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