+58.6%
GNRC vs LDOS
+42.3%
+16.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | +1.9% | -5.4% | +7.3% | +2.9% |
| 30D | -13.8% | +4.9% | -18.7% | -14.6% |
| 3M | -32.6% | +7.2% | -39.8% | -33.2% |
| 6M | -15.2% | -24.2% | +9.1% | -9.6% |
| YTD | +37.4% | -25.8% | +63.2% | +44.2% |
| 1Y | +5.1% | -24.7% | +29.9% | +9.4% |
| All | +58.6% | +42.3% | +16.3% | +10.1% |
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