-31.1%
LDOS vs GAP
-5.7%
-25.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.8% |
| 7D | -7.2% | -3.8% | -3.4% | -6.8% |
| 30D | +16.8% | -9.0% | +25.9% | +18.0% |
| 3M | -1.6% | +5.5% | -7.0% | -2.7% |
| 6M | -1.0% | -11.1% | +10.1% | -0.6% |
| YTD | -25.8% | -13.6% | -12.2% | -25.6% |
| 1Y | -31.1% | -2.9% | -28.2% | -32.0% |
| All | -31.1% | -5.7% | -25.4% | -32.0% |
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