-24.7%
LDOS vs GAP
+1.5%
-26.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -5.4% | -4.5% | -0.9% | -4.9% |
| 30D | +4.9% | +9.0% | -4.2% | +3.6% |
| 3M | +7.2% | +5.0% | +2.2% | +6.2% |
| 6M | -24.2% | -17.8% | -6.4% | -23.3% |
| YTD | -25.8% | -10.4% | -15.4% | -25.6% |
| 1Y | -24.7% | -3.4% | -21.3% | -24.8% |
| All | -24.7% | +1.5% | -26.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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