+42.6%
GPN vs LDOS
+262.7%
-220.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.8% |
| 7D | -1.9% | -5.8% | +4.0% | +1.0% |
| 30D | +18.9% | +11.6% | +7.4% | +12.2% |
| 3M | +13.8% | -1.0% | +14.8% | +13.8% |
| 6M | +42.3% | +5.1% | +37.2% | +36.7% |
| YTD | +27.6% | -24.0% | +51.6% | +43.6% |
| 1Y | +30.3% | -30.3% | +60.6% | +53.5% |
| 3Y | -5.8% | +37.0% | -42.8% | -28.0% |
| 5Y | -22.6% | +53.4% | -76.0% | -46.8% |
| 10Y | +42.6% | +252.0% | -209.4% | -20.1% |
| All | +42.6% | +262.7% | -220.1% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling