+601.8%
GS vs LDOS
+508.5%
+93.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.8% | +3.2% |
| 7D | +0.3% | -2.8% | +3.1% | +1.4% |
| 30D | +3.9% | +13.6% | -9.7% | -2.4% |
| 3M | -11.4% | +4.2% | -15.7% | -14.1% |
| 6M | +3.7% | -8.2% | +11.9% | +5.4% |
| YTD | +7.1% | -24.1% | +31.2% | +17.6% |
| 1Y | +19.7% | -31.2% | +50.9% | +37.7% |
| 3Y | +202.8% | +35.0% | +167.8% | +140.8% |
| 5Y | +156.7% | +52.6% | +104.1% | +86.1% |
| 10Y | +548.7% | +261.9% | +286.8% | +182.9% |
| All | +601.8% | +508.5% | +93.3% | +106.0% |
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