+12.6%
GTLB vs LDOS
-27.6%
+40.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -9.7% | -2.8% | -6.9% | -8.9% |
| 30D | +1.7% | +13.6% | -11.9% | -4.2% |
| 3M | +43.6% | +4.2% | +39.3% | +40.2% |
| 6M | +113.0% | -8.2% | +121.2% | +120.0% |
| YTD | +39.5% | -24.1% | +63.6% | +59.1% |
| 1Y | +12.6% | -31.2% | +43.8% | +28.7% |
| All | +12.6% | -27.6% | +40.3% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling