+685.4%
GS vs LDOS
+494.7%
+190.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | +0.9% | -5.4% | +6.3% | +3.5% |
| 30D | -1.6% | +4.9% | -6.5% | -4.2% |
| 3M | -4.5% | +7.2% | -11.7% | -8.8% |
| 6M | +20.9% | -24.2% | +45.1% | +34.9% |
| YTD | +19.9% | -25.8% | +45.7% | +33.9% |
| 1Y | +41.4% | -24.7% | +66.1% | +56.2% |
| 3Y | +239.2% | +39.3% | +199.9% | +166.1% |
| 5Y | +185.0% | +43.3% | +141.7% | +114.1% |
| 10Y | +655.0% | +278.6% | +376.4% | +221.8% |
| All | +685.4% | +494.7% | +190.7% | +134.3% |
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