-19.3%
GIS vs LDOS
-30.4%
+11.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.1% |
| 7D | +0.4% | -5.8% | +6.2% | +1.3% |
| 30D | +10.1% | +11.6% | -1.5% | +8.4% |
| 3M | -3.7% | -1.0% | -2.7% | -3.8% |
| 6M | +4.3% | +5.1% | -0.8% | +3.7% |
| YTD | -19.8% | -24.0% | +4.2% | -18.3% |
| All | -19.3% | -30.4% | +11.1% | -17.4% |
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 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