-33.8%
GIS vs LDOS
+48.3%
-82.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -3.4% | -1.6% | -1.7% | -3.1% |
| 30D | +6.9% | +8.2% | -1.4% | +5.7% |
| 3M | -10.1% | -8.2% | -1.9% | -9.2% |
| 6M | +5.9% | +5.8% | 0.0% | +5.0% |
| YTD | -21.1% | -27.0% | +5.9% | -18.3% |
| 1Y | -22.5% | -31.0% | +8.5% | -19.1% |
| 3Y | -39.0% | +29.3% | -68.3% | -43.3% |
| All | -33.8% | +48.3% | -82.1% | -37.6% |
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