+5.6%
GTLB vs LDOS
-31.2%
+36.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | -11.1% | -7.2% | -3.9% | -8.5% |
| 30D | -7.5% | +16.8% | -24.3% | -13.8% |
| 3M | +34.8% | -1.6% | +36.4% | +34.7% |
| 6M | +98.0% | -1.0% | +99.0% | +96.7% |
| YTD | +28.1% | -25.8% | +53.9% | +47.6% |
| 1Y | +5.6% | -31.1% | +36.6% | +21.8% |
| All | +5.6% | -31.2% | +36.7% | +21.8% |
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