+8.2%
GD vs LDOS
-27.6%
+35.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | +3.0% | -2.8% | +5.8% | +3.8% |
| 30D | +10.5% | +13.6% | -3.1% | +5.9% |
| 3M | -5.0% | +4.2% | -9.2% | -6.6% |
| 6M | +5.5% | -8.2% | +13.7% | +7.9% |
| YTD | +10.3% | -24.1% | +34.4% | +19.4% |
| 1Y | +8.2% | -31.2% | +39.4% | +22.9% |
| All | +8.2% | -27.6% | +35.8% | +22.9% |
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