-54.5%
GTLB vs LDOS
+46.0%
-100.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +2.2% |
| 7D | -9.6% | -1.3% | -8.3% | -9.3% |
| 30D | -15.5% | +10.1% | -25.6% | -18.4% |
| 3M | +12.4% | -4.7% | +17.0% | +13.6% |
| 6M | +84.6% | +5.6% | +79.0% | +79.6% |
| YTD | +26.1% | -25.1% | +51.2% | +37.2% |
| 1Y | +1.7% | -31.7% | +33.4% | +13.5% |
| 3Y | +6.1% | +33.7% | -27.6% | -3.6% |
| 5Y | -61.1% | +54.4% | -115.5% | -63.5% |
| All | -54.5% | +46.0% | -100.4% | -49.7% |
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 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