+42.0%
GPN vs LDOS
+254.4%
-212.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +3.7% |
| 7D | +0.6% | -7.2% | +7.8% | +4.4% |
| 30D | +20.1% | +16.8% | +3.3% | +10.6% |
| 3M | +11.4% | -1.6% | +13.0% | +11.6% |
| 6M | +40.8% | -1.0% | +41.8% | +39.5% |
| YTD | +27.1% | -25.8% | +52.9% | +44.7% |
| 1Y | +29.2% | -31.1% | +60.3% | +53.1% |
| 3Y | -9.4% | +32.8% | -42.2% | -29.5% |
| 5Y | -25.1% | +49.4% | -74.5% | -47.8% |
| All | +42.0% | +254.4% | -212.4% | -19.5% |
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