-24.6%
GPN vs LDOS
+42.3%
-66.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +0.8% | -5.4% | +6.2% | +2.6% |
| 30D | +5.8% | +4.9% | +0.9% | +3.8% |
| 3M | +37.0% | +7.2% | +29.8% | +32.9% |
| 6M | +20.1% | -24.2% | +44.4% | +30.6% |
| YTD | +20.4% | -25.8% | +46.2% | +30.4% |
| 1Y | +7.4% | -24.7% | +32.1% | +16.0% |
| All | -24.6% | +42.3% | -66.8% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling