+636.1%
GD vs LDOS
+494.7%
+141.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -5.3% | -5.4% | +0.2% | -3.1% |
| 30D | -6.4% | +4.9% | -11.3% | -8.4% |
| 3M | +5.7% | +7.2% | -1.5% | +2.0% |
| 6M | -0.9% | -24.2% | +23.3% | +9.8% |
| YTD | +8.2% | -25.8% | +34.0% | +20.3% |
| 1Y | +13.4% | -24.7% | +38.1% | +25.2% |
| 3Y | +68.5% | +39.3% | +29.2% | +41.3% |
| 5Y | +97.2% | +43.3% | +53.8% | +61.3% |
| 10Y | +190.2% | +278.6% | -88.4% | +62.0% |
| All | +636.1% | +494.7% | +141.4% | +213.2% |
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 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