-1.5%
GTLB vs LDOS
-26.7%
+25.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -4.3% |
| 7D | +4.6% | -7.1% | +11.7% | +7.4% |
| 30D | +21.0% | -6.1% | +27.0% | +23.8% |
| 3M | +51.7% | +5.6% | +46.1% | +47.7% |
| 6M | +89.3% | -26.9% | +116.2% | +118.1% |
| YTD | +25.6% | -27.9% | +53.6% | +45.7% |
| 1Y | -1.5% | -26.8% | +25.3% | +15.1% |
| All | -1.5% | -26.7% | +25.2% | +15.1% |
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 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