+3,145.9%
GOOGL vs LDOS
+494.7%
+2,651.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.3% | -5.4% | +3.1% | -0.6% |
| 30D | -6.6% | +4.9% | -11.4% | -8.2% |
| 3M | -8.9% | +7.2% | -16.1% | -11.6% |
| 6M | +11.9% | -24.2% | +36.1% | +21.1% |
| YTD | +8.3% | -25.8% | +34.1% | +17.2% |
| 1Y | +46.2% | -24.7% | +70.9% | +56.9% |
| 3Y | +151.9% | +39.3% | +112.6% | +113.0% |
| 5Y | +137.7% | +43.3% | +94.4% | +95.0% |
| 10Y | +757.6% | +278.6% | +479.0% | +382.4% |
| All | +3,145.9% | +494.7% | +2,651.2% | +1,349.5% |
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