+118.0%
GOOG vs LDOS
+32.3%
+85.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | +2.1% | -7.2% | +9.3% | +2.7% |
| 30D | -18.3% | +16.8% | -35.1% | -19.8% |
| 3M | -20.3% | -1.6% | -18.7% | -20.3% |
| 6M | -28.1% | -1.0% | -27.1% | -28.2% |
| YTD | -9.3% | -25.8% | +16.4% | -6.6% |
| 1Y | -0.2% | -31.1% | +30.9% | +3.8% |
| 3Y | +118.0% | +32.8% | +85.2% | +137.4% |
| All | +118.0% | +32.3% | +85.8% | +137.4% |
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