-33.5%
GIS vs LDOS
+39.7%
-73.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -7.8% | -5.4% | -2.4% | -7.3% |
| 30D | +6.6% | +4.9% | +1.7% | +6.1% |
| 3M | +21.0% | +7.2% | +13.8% | +20.2% |
| 6M | -9.1% | -24.2% | +15.2% | -6.5% |
| YTD | -13.6% | -25.8% | +12.2% | -11.3% |
| 1Y | -18.0% | -24.7% | +6.7% | -16.1% |
| All | -33.5% | +39.7% | -73.2% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling