-30.2%
LDOS vs GAP
-4.6%
-25.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.9% |
| 7D | -5.8% | 0.0% | -5.9% | -5.9% |
| 30D | +11.6% | -4.3% | +15.9% | +12.0% |
| 3M | -1.0% | +9.4% | -10.4% | -2.5% |
| 6M | +5.1% | -3.3% | +8.3% | +4.6% |
| YTD | -24.0% | -10.5% | -13.5% | -24.2% |
| All | -30.2% | -4.6% | -25.7% | -30.9% |
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 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