+2,048.5%
GNRC vs LDOS
+498.3%
+1,550.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | -13.1% | +1.9% | -15.0% | -13.8% |
| 30D | -19.2% | +12.8% | -32.0% | -23.4% |
| 3M | -11.8% | -1.0% | -10.8% | -12.3% |
| 6M | -32.5% | +6.2% | -38.7% | -35.5% |
| YTD | +33.3% | -23.2% | +56.5% | +42.6% |
| 1Y | +16.0% | -29.5% | +45.5% | +29.2% |
| 3Y | +75.5% | +37.1% | +38.5% | +39.9% |
| 5Y | -58.7% | +55.6% | -114.3% | -69.2% |
| 10Y | +351.2% | +249.4% | +101.7% | +130.0% |
| All | +2,048.5% | +498.3% | +1,550.3% | +661.2% |
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