+35.9%
LDOS vs GAP
+74.8%
-38.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.5% |
| 7D | -3.7% | -2.1% | -1.6% | -3.6% |
| 30D | +16.4% | -5.1% | +21.5% | +16.8% |
| 3M | +7.4% | +9.8% | -2.3% | +6.4% |
| 6M | -0.3% | -3.6% | +3.3% | -0.5% |
| YTD | -24.0% | -9.8% | -14.2% | -24.0% |
| 1Y | -29.6% | -1.5% | -28.1% | -29.9% |
| All | +35.9% | +74.8% | -38.9% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling