+104.3%
GD vs LDOS
+52.4%
+51.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | +3.0% | -2.8% | +5.8% | +4.0% |
| 30D | +10.5% | +13.6% | -3.1% | +4.9% |
| 3M | -5.0% | +4.2% | -9.2% | -7.0% |
| 6M | +5.5% | -8.2% | +13.7% | +8.0% |
| YTD | +10.3% | -24.1% | +34.4% | +21.5% |
| 1Y | +8.2% | -31.2% | +39.4% | +24.1% |
| 3Y | +59.0% | +35.0% | +24.0% | +31.8% |
| 5Y | +104.3% | +52.6% | +51.6% | +63.9% |
| All | +104.3% | +52.4% | +51.9% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling