+188.7%
GD vs LDOS
+278.0%
-89.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -5.3% | -5.4% | +0.2% | -2.9% |
| 30D | -6.4% | +4.9% | -11.3% | -8.7% |
| 3M | +5.7% | +7.2% | -1.5% | +1.5% |
| 6M | -0.9% | -24.2% | +23.3% | +11.4% |
| YTD | +8.2% | -25.8% | +34.0% | +22.0% |
| 1Y | +13.4% | -24.7% | +38.1% | +26.8% |
| 3Y | +68.5% | +39.3% | +29.2% | +35.6% |
| 5Y | +97.2% | +43.3% | +53.8% | +53.7% |
| All | +188.7% | +278.0% | -89.4% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling