+72.5%
GNRC vs LDOS
+32.3%
+40.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.8% |
| 7D | -10.7% | -7.2% | -3.5% | -10.1% |
| 30D | -20.1% | +16.8% | -37.0% | -21.8% |
| 3M | -16.3% | -1.6% | -14.7% | -16.3% |
| 6M | -33.9% | -1.0% | -32.9% | -33.5% |
| YTD | +29.6% | -25.8% | +55.4% | +34.5% |
| 1Y | +14.9% | -31.1% | +46.0% | +22.8% |
| 3Y | +72.5% | +32.8% | +39.7% | +39.9% |
| All | +72.5% | +32.3% | +40.3% | +39.9% |
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