+120.7%
GOOGL vs LDOS
+32.3%
+88.5%
-30.6%
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 | +1.8% | -7.2% | +9.0% | +2.4% |
| 30D | -18.8% | +16.8% | -35.6% | -20.3% |
| 3M | -20.3% | -1.6% | -18.8% | -20.3% |
| 6M | -28.4% | -1.0% | -27.4% | -28.5% |
| YTD | -8.8% | -25.8% | +16.9% | -6.1% |
| 1Y | +0.3% | -31.1% | +31.4% | +4.2% |
| 3Y | +120.7% | +32.8% | +87.9% | +141.4% |
| All | +120.7% | +32.3% | +88.5% | +141.4% |
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