+168.0%
GIS vs LDOS
+494.7%
-326.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -7.8% | -5.4% | -2.4% | -6.9% |
| 30D | +6.6% | +4.9% | +1.7% | +5.7% |
| 3M | +21.0% | +7.2% | +13.8% | +19.2% |
| 6M | -9.1% | -24.2% | +15.2% | -4.9% |
| YTD | -13.6% | -25.8% | +12.2% | -9.6% |
| 1Y | -18.0% | -24.7% | +6.7% | -14.6% |
| 3Y | -33.7% | +39.3% | -72.9% | -39.2% |
| 5Y | -19.4% | +43.3% | -62.7% | -27.2% |
| 10Y | -21.3% | +278.6% | -299.8% | -42.2% |
| All | +168.0% | +494.7% | -326.8% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling