+2,635.8%
GOOG vs LDOS
+495.0%
+2,140.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | +2.1% | -7.2% | +9.3% | +4.3% |
| 30D | -18.3% | +16.8% | -35.1% | -22.4% |
| 3M | -20.3% | -1.6% | -18.7% | -20.5% |
| 6M | -28.1% | -1.0% | -27.1% | -28.7% |
| YTD | -9.3% | -25.8% | +16.4% | -2.5% |
| 1Y | -0.2% | -31.1% | +30.9% | +9.8% |
| 3Y | +118.0% | +32.8% | +85.2% | +87.2% |
| 5Y | +92.1% | +49.4% | +42.7% | +55.0% |
| 10Y | +652.3% | +253.9% | +398.4% | +333.1% |
| All | +2,635.8% | +495.0% | +2,140.7% | +1,119.0% |
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