-57.1%
GNRC vs LDOS
+41.1%
-98.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.4% |
| 7D | +4.8% | -7.1% | +12.0% | +7.3% |
| 30D | -10.4% | -6.1% | -4.3% | -8.7% |
| 3M | -28.5% | +5.6% | -34.1% | -30.1% |
| 6M | -6.8% | -26.9% | +20.1% | +3.9% |
| YTD | +39.5% | -27.9% | +67.4% | +52.8% |
| 1Y | +3.4% | -26.8% | +30.2% | +12.0% |
| 3Y | +65.1% | +39.6% | +25.6% | +17.8% |
| 5Y | -57.1% | +39.4% | -96.4% | -70.6% |
| All | -57.1% | +41.1% | -98.2% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling