+47.2%
LDOS vs GGLL
+328.7%
-281.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -5.4% | -4.8% | -0.6% | -5.2% |
| 30D | +4.9% | -13.7% | +18.6% | +5.7% |
| 3M | +7.2% | -21.9% | +29.0% | +8.4% |
| 6M | -24.2% | +11.7% | -35.9% | -25.3% |
| YTD | -25.8% | +2.3% | -28.1% | -26.5% |
| 1Y | -24.7% | +76.2% | -100.9% | -28.0% |
| 3Y | +39.3% | +245.0% | -205.7% | +25.0% |
| All | +47.2% | +328.7% | -281.5% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling