+57.7%
GEV vs LDOS
-24.0%
+81.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | +0.1% |
| 7D | +3.3% | -5.4% | +8.7% | +2.8% |
| 30D | -7.5% | +4.9% | -12.4% | -7.0% |
| 3M | -2.2% | +7.2% | -9.4% | +0.1% |
| 6M | +12.1% | -24.2% | +36.3% | +15.7% |
| YTD | +44.4% | -25.8% | +70.2% | +46.3% |
| 1Y | +57.7% | -24.7% | +82.4% | +57.2% |
| All | +57.7% | -24.0% | +81.7% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling