+40.5%
GEHC vs LDOS
+33.7%
+6.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +9.6% | -3.7% | +13.3% | +10.1% |
| 30D | +29.4% | +16.4% | +13.0% | +26.3% |
| 3M | +19.3% | +7.4% | +11.9% | +17.8% |
| 6M | +37.4% | -0.3% | +37.7% | +36.9% |
| YTD | +2.3% | -24.0% | +26.3% | +5.7% |
| 1Y | +11.0% | -29.6% | +40.6% | +16.2% |
| 3Y | +17.6% | +35.1% | -17.5% | +9.0% |
| All | +40.5% | +33.7% | +6.8% | +29.4% |
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