+96.7%
GD vs LDOS
+52.0%
+44.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -3.9% | -3.7% | -0.2% | -2.6% |
| 30D | +8.1% | +16.4% | -8.3% | +1.6% |
| 3M | -6.8% | +7.4% | -14.2% | -9.8% |
| 6M | +3.0% | -0.3% | +3.3% | +2.1% |
| YTD | +7.8% | -24.0% | +31.8% | +18.6% |
| 1Y | +5.8% | -29.6% | +35.4% | +20.2% |
| 3Y | +55.3% | +35.1% | +20.2% | +28.7% |
| 5Y | +96.7% | +52.9% | +43.8% | +57.2% |
| All | +96.7% | +52.0% | +44.7% | +57.2% |
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