+35.9%
LDOS vs GGLL
+151.4%
-115.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.3% |
| 7D | -3.7% | -1.3% | -2.4% | -3.7% |
| 30D | +16.4% | -36.3% | +52.6% | +18.6% |
| 3M | +7.4% | -42.7% | +50.1% | +10.0% |
| 6M | -0.3% | -53.1% | +52.7% | +2.8% |
| YTD | -24.0% | -32.1% | +8.1% | -23.5% |
| 1Y | -29.6% | -20.1% | -9.5% | -29.8% |
| All | +35.9% | +151.4% | -115.5% | +30.7% |
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