+221.4%
LDOS vs GAP
+1.5%
+219.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | +8.2% | -7.1% | +15.3% | +9.1% |
| 3M | -8.2% | +4.1% | -12.3% | -8.9% |
| 6M | +5.8% | +1.9% | +3.9% | +5.0% |
| YTD | -27.0% | -15.2% | -11.8% | -26.3% |
| 1Y | -31.0% | -10.6% | -20.4% | -30.9% |
| 3Y | +29.3% | +74.6% | -45.3% | +13.2% |
| 5Y | +48.7% | +3.7% | +45.1% | +34.8% |
| All | +221.4% | +1.5% | +219.9% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling