+2,609.9%
GOOGL vs LDOS
+509.1%
+2,100.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | -3.7% | +3.3% | +0.6% |
| 30D | -18.7% | +16.4% | -35.1% | -22.8% |
| 3M | -22.0% | +7.4% | -29.4% | -24.3% |
| 6M | -27.2% | -0.3% | -26.8% | -28.0% |
| YTD | -9.5% | -24.0% | +14.5% | -3.4% |
| 1Y | -0.4% | -29.6% | +29.2% | +9.1% |
| 3Y | +121.0% | +35.1% | +85.8% | +88.5% |
| 5Y | +91.6% | +52.9% | +38.7% | +53.4% |
| 10Y | +630.4% | +262.2% | +368.2% | +316.3% |
| All | +2,609.9% | +509.1% | +2,100.8% | +1,095.2% |
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