-54.6%
GTLB vs LDOS
+48.0%
-102.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.8% |
| 7D | -9.6% | -5.8% | -3.7% | -7.9% |
| 30D | -14.5% | +11.6% | -26.0% | -17.7% |
| 3M | +20.9% | -1.0% | +21.9% | +20.8% |
| 6M | +81.4% | +5.1% | +76.3% | +76.9% |
| YTD | +25.6% | -24.0% | +49.6% | +36.0% |
| 1Y | +3.4% | -30.3% | +33.7% | +14.8% |
| 3Y | +8.9% | +37.0% | -28.1% | -1.7% |
| 5Y | -64.0% | +53.4% | -117.3% | -64.7% |
| All | -54.6% | +48.0% | -102.7% | -50.1% |
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