-42.6%
GFS vs LDOS
+52.0%
-94.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.1% | -10.0% | -9.9% |
| 7D | -20.7% | -3.7% | -17.0% | -20.6% |
| 30D | -25.2% | +16.4% | -41.6% | -26.1% |
| 3M | -26.3% | +7.4% | -33.7% | -26.8% |
| 6M | -50.7% | -0.3% | -50.4% | -50.2% |
| YTD | +4.5% | -24.0% | +28.6% | +8.3% |
| 1Y | +2.5% | -29.6% | +32.0% | +8.2% |
| 3Y | -30.9% | +35.1% | -66.0% | -39.4% |
| 5Y | -42.6% | +52.9% | -95.5% | -52.7% |
| All | -42.6% | +52.0% | -94.6% | -52.7% |
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