-18.0%
GIS vs LDOS
+43.9%
-61.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -7.8% | -5.4% | -2.4% | -7.2% |
| 30D | +6.6% | +4.9% | +1.7% | +6.0% |
| 3M | +21.0% | +7.2% | +13.8% | +19.9% |
| 6M | -9.1% | -24.2% | +15.2% | -5.8% |
| YTD | -13.6% | -25.8% | +12.2% | -10.6% |
| 1Y | -18.0% | -24.7% | +6.7% | -15.4% |
| 3Y | -33.7% | +39.3% | -72.9% | -39.2% |
| All | -18.0% | +43.9% | -61.9% | -24.5% |
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