-30.4%
GIS vs LDOS
+49.1%
-79.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | +3.6% | -7.2% | +10.8% | +4.7% |
| 30D | +13.9% | +16.8% | -3.0% | +11.5% |
| 3M | +0.3% | -1.6% | +1.9% | +0.5% |
| 6M | +5.0% | -1.0% | +5.9% | +4.9% |
| YTD | -18.4% | -25.8% | +7.4% | -15.7% |
| 1Y | -17.4% | -31.1% | +13.6% | -13.9% |
| 3Y | -36.9% | +32.8% | -69.7% | -41.7% |
| All | -30.4% | +49.1% | -79.5% | -34.2% |
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