+2,114.4%
GNRC vs LDOS
+478.1%
+1,636.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +1.9% | -5.4% | +7.3% | +4.2% |
| 30D | -13.8% | +4.9% | -18.7% | -15.8% |
| 3M | -32.6% | +7.2% | -39.8% | -35.3% |
| 6M | -15.2% | -24.2% | +9.1% | -6.3% |
| YTD | +37.4% | -25.8% | +63.2% | +50.3% |
| 1Y | +5.1% | -24.7% | +29.9% | +14.0% |
| 3Y | +57.5% | +39.3% | +18.2% | +25.4% |
| 5Y | -58.7% | +43.3% | -102.0% | -67.8% |
| 10Y | +395.5% | +278.6% | +116.9% | +146.2% |
| All | +2,114.4% | +478.1% | +1,636.3% | +702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling