+130.3%
GRMN vs LDOS
+52.3%
+78.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | +2.4% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | +10.2% | +10.1% | +0.1% | +7.5% |
| 3M | -4.7% | -4.7% | 0.0% | -3.8% |
| 6M | +22.3% | +5.6% | +16.7% | +19.7% |
| YTD | +46.7% | -25.1% | +71.8% | +57.1% |
| 1Y | +49.6% | -31.7% | +81.3% | +64.5% |
| 3Y | +165.3% | +33.7% | +131.6% | +131.8% |
| 5Y | +130.3% | +54.4% | +76.0% | +91.2% |
| All | +130.3% | +52.3% | +78.1% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling