+53.1%
GPN vs LDOS
+241.3%
-188.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.1% |
| 7D | +4.3% | -1.3% | +5.6% | +5.0% |
| 30D | +22.1% | +10.1% | +12.0% | +16.0% |
| 3M | +17.1% | -4.7% | +21.7% | +19.3% |
| 6M | +46.7% | +5.6% | +41.1% | +40.6% |
| YTD | +30.8% | -25.1% | +55.9% | +48.3% |
| 1Y | +31.5% | -31.7% | +63.2% | +56.6% |
| 3Y | -5.1% | +33.7% | -38.9% | -26.6% |
| 5Y | -18.1% | +54.4% | -72.5% | -44.2% |
| 10Y | +53.1% | +236.4% | -183.3% | -20.9% |
| All | +53.1% | +241.3% | -188.1% | -20.9% |
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