+38.2%
GEHC vs LDOS
+30.6%
+7.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | +7.6% | -7.2% | +14.8% | +8.7% |
| 30D | +27.5% | +16.8% | +10.6% | +24.4% |
| 3M | +17.2% | -1.6% | +18.8% | +17.3% |
| 6M | +33.6% | -1.0% | +34.6% | +33.3% |
| YTD | +0.6% | -25.8% | +26.4% | +4.3% |
| 1Y | +11.3% | -31.1% | +42.4% | +16.9% |
| 3Y | +16.5% | +32.8% | -16.3% | +8.2% |
| All | +38.2% | +30.6% | +7.6% | +27.7% |
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