-52.8%
GTLB vs LDOS
+48.1%
-100.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.5% | -6.5% |
| 7D | -13.5% | -3.7% | -9.8% | -12.6% |
| 30D | -5.1% | +16.4% | -21.5% | -10.0% |
| 3M | +35.5% | +7.4% | +28.1% | +31.9% |
| 6M | +97.2% | -0.3% | +97.6% | +95.6% |
| YTD | +30.5% | -24.0% | +54.6% | +41.4% |
| 1Y | +6.9% | -29.6% | +36.5% | +18.3% |
| 3Y | +15.7% | +35.1% | -19.5% | +4.8% |
| 5Y | -60.3% | +52.9% | -113.3% | -60.9% |
| All | -52.8% | +48.1% | -100.9% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling