+409.4%
GPN vs LDOS
+495.0%
-85.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +3.6% |
| 7D | +0.6% | -7.2% | +7.8% | +3.9% |
| 30D | +20.1% | +16.8% | +3.3% | +11.8% |
| 3M | +11.4% | -1.6% | +13.0% | +11.6% |
| 6M | +40.8% | -1.0% | +41.8% | +39.8% |
| YTD | +27.1% | -25.8% | +52.9% | +42.3% |
| 1Y | +29.2% | -31.1% | +60.3% | +49.6% |
| 3Y | -9.4% | +32.8% | -42.2% | -24.9% |
| 5Y | -25.1% | +49.4% | -74.5% | -42.6% |
| 10Y | +46.1% | +253.9% | -207.8% | -20.9% |
| All | +409.4% | +495.0% | -85.6% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling