+15.9%
GTLB vs LDOS
+32.3%
-16.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | -11.1% | -7.2% | -3.9% | -8.8% |
| 30D | -7.5% | +16.8% | -24.3% | -13.0% |
| 3M | +34.8% | -1.6% | +36.4% | +35.0% |
| 6M | +98.0% | -1.0% | +99.0% | +96.6% |
| YTD | +28.1% | -25.8% | +53.9% | +42.3% |
| 1Y | +5.6% | -31.1% | +36.6% | +20.1% |
| 3Y | +15.9% | +32.8% | -16.9% | +0.2% |
| All | +15.9% | +32.3% | -16.3% | +0.2% |
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