+651.0%
GD vs LDOS
+508.5%
+142.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | +3.0% | -2.8% | +5.8% | +4.0% |
| 30D | +10.5% | +13.6% | -3.1% | +4.7% |
| 3M | -5.0% | +4.2% | -9.2% | -7.1% |
| 6M | +5.5% | -8.2% | +13.7% | +7.8% |
| YTD | +10.3% | -24.1% | +34.4% | +21.2% |
| 1Y | +8.2% | -31.2% | +39.4% | +23.7% |
| 3Y | +59.0% | +35.0% | +24.0% | +34.8% |
| 5Y | +104.3% | +52.6% | +51.6% | +62.5% |
| 10Y | +202.4% | +261.9% | -59.4% | +71.1% |
| All | +651.0% | +508.5% | +142.5% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling