+651.6%
GRMN vs LDOS
+254.8%
+396.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +6.3% | +1.9% | +4.5% | +5.7% |
| 30D | +7.6% | +12.8% | -5.2% | +3.2% |
| 3M | -7.5% | -1.0% | -6.4% | -7.6% |
| 6M | +21.2% | +6.2% | +15.0% | +17.4% |
| YTD | +44.0% | -23.2% | +67.3% | +55.1% |
| 1Y | +44.7% | -29.5% | +74.2% | +60.7% |
| 3Y | +160.5% | +37.1% | +123.5% | +119.4% |
| 5Y | +124.6% | +55.6% | +69.0% | +76.3% |
| 10Y | +651.6% | +249.4% | +402.2% | +308.8% |
| All | +651.6% | +254.8% | +396.8% | +308.8% |
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