+2.0%
GTLB vs LDOS
-30.4%
+32.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.9% |
| 7D | -9.6% | -5.8% | -3.7% | -7.5% |
| 30D | -14.5% | +11.6% | -26.0% | -18.8% |
| 3M | +20.9% | -1.0% | +21.9% | +20.4% |
| 6M | +81.4% | +5.1% | +76.3% | +75.6% |
| YTD | +25.6% | -24.0% | +49.6% | +43.2% |
| All | +2.0% | -30.4% | +32.4% | +15.7% |
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