+13.4%
GD vs LDOS
-24.0%
+37.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -5.3% | -5.4% | +0.2% | -3.5% |
| 30D | -6.4% | +4.9% | -11.3% | -8.0% |
| 3M | +5.7% | +7.2% | -1.5% | +2.7% |
| 6M | -0.9% | -24.2% | +23.3% | +9.2% |
| YTD | +8.2% | -25.8% | +34.0% | +18.9% |
| 1Y | +13.4% | -24.7% | +38.1% | +24.2% |
| All | +13.4% | -24.0% | +37.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling