+5.6%
GTLB vs LDOS
+30.5%
-24.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -0.7% | -1.6% | +0.9% | -0.3% |
| 30D | -10.2% | +8.2% | -18.5% | -13.3% |
| 3M | +10.1% | -8.2% | +18.3% | +12.8% |
| 6M | +116.5% | +5.8% | +110.6% | +109.4% |
| YTD | +27.2% | -27.0% | +54.2% | +42.0% |
| 1Y | +8.6% | -31.0% | +39.5% | +23.4% |
| 3Y | +5.6% | +29.3% | -23.7% | -11.1% |
| All | +5.6% | +30.5% | -24.9% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling