+643.6%
GOOGL vs LDOS
+254.8%
+388.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +2.6% | +1.9% | +0.8% | +2.1% |
| 30D | -18.3% | +12.8% | -31.1% | -21.2% |
| 3M | -19.6% | -1.0% | -18.6% | -19.8% |
| 6M | -28.2% | +6.2% | -34.4% | -30.2% |
| YTD | -8.0% | -23.2% | +15.2% | -2.3% |
| 1Y | -0.7% | -29.5% | +28.8% | +8.2% |
| 3Y | +118.8% | +37.1% | +81.7% | +85.0% |
| 5Y | +98.9% | +55.6% | +43.2% | +57.1% |
| 10Y | +643.6% | +249.4% | +394.2% | +383.6% |
| All | +643.6% | +254.8% | +388.8% | +383.6% |
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