+961.8%
GRMN vs LDOS
+495.0%
+466.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | +4.7% | -7.2% | +11.9% | +7.5% |
| 30D | +3.4% | +16.8% | -13.4% | -2.5% |
| 3M | -5.0% | -1.6% | -3.4% | -5.0% |
| 6M | +18.6% | -1.0% | +19.6% | +17.4% |
| YTD | +42.5% | -25.8% | +68.3% | +55.7% |
| 1Y | +42.3% | -31.1% | +73.4% | +59.8% |
| 3Y | +158.5% | +32.8% | +125.7% | +119.9% |
| 5Y | +123.6% | +49.4% | +74.2% | +77.9% |
| 10Y | +682.5% | +253.9% | +428.6% | +324.5% |
| All | +961.8% | +495.0% | +466.7% | +320.2% |
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