+104.8%
GLD vs LDOS
+35.4%
+69.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | -3.7% | +5.6% | +2.0% |
| 30D | -1.8% | +16.4% | -18.2% | -2.2% |
| 3M | -3.6% | +7.4% | -11.0% | -3.9% |
| 6M | -10.2% | -0.3% | -9.9% | -10.3% |
| YTD | -5.3% | -24.0% | +18.8% | -4.5% |
| 1Y | +2.5% | -29.6% | +32.0% | +3.3% |
| All | +104.8% | +35.4% | +69.4% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling