+97.2%
GD vs LDOS
+43.9%
+53.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -5.3% | -5.4% | +0.2% | -3.2% |
| 30D | -6.4% | +4.9% | -11.3% | -8.3% |
| 3M | +5.7% | +7.2% | -1.5% | +2.1% |
| 6M | -0.9% | -24.2% | +23.3% | +10.0% |
| YTD | +8.2% | -25.8% | +34.0% | +20.5% |
| 1Y | +13.4% | -24.7% | +38.1% | +25.3% |
| 3Y | +68.5% | +39.3% | +29.2% | +38.1% |
| All | +97.2% | +43.9% | +53.3% | +58.2% |
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 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