-52.0%
GTLB vs LDOS
+44.6%
-96.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +11.1% | -5.4% | +16.5% | +12.9% |
| 30D | +37.8% | +4.9% | +32.9% | +35.6% |
| 3M | +61.6% | +7.2% | +54.4% | +57.2% |
| 6M | +98.9% | -24.2% | +123.2% | +116.6% |
| YTD | +32.8% | -25.8% | +58.6% | +45.4% |
| 1Y | +14.7% | -24.7% | +39.4% | +24.8% |
| 3Y | +1.3% | +39.3% | -37.9% | -8.6% |
| All | -52.0% | +44.6% | -96.6% | -46.7% |
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