+745.7%
GOOGL vs LDOS
+278.0%
+467.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.3% | -5.4% | +3.1% | -0.8% |
| 30D | -6.6% | +4.9% | -11.4% | -8.0% |
| 3M | -8.9% | +7.2% | -16.1% | -11.3% |
| 6M | +11.9% | -24.2% | +36.1% | +20.4% |
| YTD | +8.3% | -25.8% | +34.1% | +16.5% |
| 1Y | +46.2% | -24.7% | +70.9% | +56.1% |
| 3Y | +151.9% | +39.3% | +112.6% | +112.4% |
| 5Y | +137.7% | +43.3% | +94.4% | +94.4% |
| All | +745.7% | +278.0% | +467.7% | +435.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling