+123.1%
GOOG vs LDOS
+31.0%
+92.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.8% |
| 7D | +4.8% | -3.5% | +8.3% | +5.1% |
| 30D | -15.5% | +9.5% | -25.0% | -16.5% |
| 3M | -13.7% | -6.3% | -7.4% | -13.2% |
| 6M | -23.0% | +2.8% | -25.8% | -23.5% |
| YTD | -5.7% | -26.6% | +21.0% | -2.8% |
| 1Y | +3.0% | -31.3% | +34.3% | +7.1% |
| All | +123.1% | +31.0% | +92.0% | +150.3% |
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