-26.7%
GPN vs LDOS
+48.3%
-75.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -5.6% | -1.6% | -4.0% | -5.0% |
| 30D | +13.6% | +8.2% | +5.4% | +10.5% |
| 3M | -2.8% | -8.2% | +5.4% | -0.1% |
| 6M | +38.1% | +5.8% | +32.2% | +34.1% |
| YTD | +19.9% | -27.0% | +46.9% | +31.8% |
| 1Y | +23.4% | -31.0% | +54.4% | +38.4% |
| 3Y | -12.6% | +29.3% | -41.9% | -25.2% |
| All | -26.7% | +48.3% | -75.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling