+160.0%
GIS vs LDOS
+509.1%
-349.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +9.4% | -3.7% | +13.1% | +10.2% |
| 30D | +15.5% | +16.4% | -0.9% | +12.4% |
| 3M | +3.4% | +7.4% | -4.0% | +2.0% |
| 6M | +9.4% | -0.3% | +9.7% | +9.1% |
| YTD | -16.2% | -24.0% | +7.8% | -12.8% |
| 1Y | -16.0% | -29.6% | +13.6% | -11.4% |
| 3Y | -35.8% | +35.1% | -70.9% | -40.7% |
| 5Y | -28.5% | +52.9% | -81.4% | -36.2% |
| 10Y | -11.3% | +262.2% | -273.5% | -34.3% |
| All | +160.0% | +509.1% | -349.0% | +65.4% |
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