+35.8%
LDOS vs GGLL
+163.2%
-127.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | +0.4% |
| 7D | -2.8% | -23.1% | +20.3% | -1.9% |
| 30D | +13.6% | -32.9% | +46.5% | +15.4% |
| 3M | +4.2% | -44.9% | +49.1% | +7.0% |
| 6M | -8.2% | -49.5% | +41.3% | -5.6% |
| YTD | -24.1% | -28.9% | +4.8% | -23.8% |
| 1Y | -31.2% | -12.2% | -19.0% | -31.7% |
| All | +35.8% | +163.2% | -127.4% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling