+24.1%
GPN vs LDOS
+260.1%
-236.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -1.9% |
| 7D | -0.7% | -7.1% | +6.4% | +3.0% |
| 30D | +3.8% | -6.1% | +9.9% | +7.0% |
| 3M | +39.2% | +5.6% | +33.6% | +33.9% |
| 6M | +17.9% | -26.9% | +44.8% | +37.2% |
| YTD | +16.4% | -27.9% | +44.3% | +34.9% |
| 1Y | +3.6% | -26.8% | +30.4% | +19.0% |
| 3Y | -26.7% | +39.6% | -66.3% | -44.6% |
| 5Y | -44.8% | +39.4% | -84.1% | -59.5% |
| 10Y | +24.1% | +260.0% | -235.8% | -36.4% |
| All | +24.1% | +260.1% | -236.0% | -36.4% |
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