+3.4%
GNRC vs LDOS
-26.7%
+30.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.1% |
| 7D | +4.8% | -7.1% | +12.0% | +3.8% |
| 30D | -10.4% | -6.1% | -4.3% | -11.0% |
| 3M | -28.5% | +5.6% | -34.1% | -26.7% |
| 6M | -6.8% | -26.9% | +20.1% | -11.2% |
| YTD | +39.5% | -27.9% | +67.4% | +25.6% |
| 1Y | +3.4% | -26.8% | +30.2% | -13.2% |
| All | +3.4% | -26.7% | +30.1% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling