+3,130.8%
GOOG vs LDOS
+494.7%
+2,636.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -2.1% | -5.4% | +3.3% | -0.5% |
| 30D | -6.8% | +4.9% | -11.7% | -8.5% |
| 3M | -9.1% | +7.2% | -16.3% | -11.7% |
| 6M | +10.7% | -24.2% | +35.0% | +19.8% |
| YTD | +7.1% | -25.8% | +32.9% | +15.7% |
| 1Y | +44.6% | -24.7% | +69.3% | +55.1% |
| 3Y | +147.4% | +39.3% | +108.2% | +109.5% |
| 5Y | +133.8% | +43.3% | +90.5% | +92.0% |
| 10Y | +777.5% | +278.6% | +498.9% | +395.1% |
| All | +3,130.8% | +494.7% | +2,636.1% | +1,347.1% |
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