+1,989.4%
GNRC vs LDOS
+478.4%
+1,511.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.5% |
| 7D | -10.7% | -7.2% | -3.5% | -8.3% |
| 30D | -20.1% | +16.8% | -37.0% | -25.4% |
| 3M | -16.3% | -1.6% | -14.7% | -16.6% |
| 6M | -33.9% | -1.0% | -32.9% | -35.0% |
| YTD | +29.6% | -25.8% | +55.4% | +40.6% |
| 1Y | +14.9% | -31.1% | +46.0% | +29.1% |
| 3Y | +72.5% | +32.8% | +39.7% | +39.2% |
| 5Y | -60.1% | +49.4% | -109.5% | -69.7% |
| 10Y | +375.3% | +253.9% | +121.5% | +141.0% |
| All | +1,989.4% | +478.4% | +1,511.1% | +650.0% |
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