-17.3%
GIS vs LDOS
+241.3%
-258.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | +6.6% | +10.1% | -3.5% | +4.8% |
| 3M | -8.1% | -4.7% | -3.4% | -7.4% |
| 6M | +4.9% | +5.6% | -0.7% | +3.6% |
| YTD | -21.4% | -25.1% | +3.7% | -18.0% |
| 1Y | -21.6% | -31.7% | +10.1% | -16.9% |
| 3Y | -39.3% | +33.7% | -73.0% | -44.3% |
| 5Y | -33.2% | +54.4% | -87.6% | -41.1% |
| 10Y | -17.3% | +236.4% | -253.7% | -36.9% |
| All | -17.3% | +241.3% | -258.6% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling