+229.7%
LDOS vs GAP
+3.7%
+226.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.2% |
| 7D | -1.3% | -9.3% | +8.0% | -0.1% |
| 30D | +10.1% | -5.5% | +15.6% | +10.8% |
| 3M | -4.7% | +3.5% | -8.1% | -5.4% |
| 6M | +5.6% | +0.7% | +4.9% | +4.9% |
| YTD | -25.1% | -13.4% | -11.7% | -24.6% |
| 1Y | -31.7% | -7.7% | -24.0% | -31.8% |
| 3Y | +33.7% | +74.4% | -40.7% | +17.2% |
| 5Y | +54.4% | +5.3% | +49.0% | +39.7% |
| All | +229.7% | +3.7% | +226.0% | +145.5% |
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