+39.3%
GEHC vs LDOS
+28.5%
+10.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +0.8% | -1.6% | +2.4% | +1.0% |
| 30D | +21.3% | +8.2% | +13.1% | +19.8% |
| 3M | +12.6% | -8.2% | +20.7% | +13.8% |
| 6M | +34.3% | +5.8% | +28.5% | +32.6% |
| YTD | +1.4% | -27.0% | +28.4% | +5.4% |
| 1Y | +12.5% | -31.0% | +43.4% | +18.0% |
| 3Y | +19.2% | +29.3% | -10.1% | +11.2% |
| All | +39.3% | +28.5% | +10.8% | +29.1% |
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