+53.4%
LDOS vs GAP
+10.4%
+43.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +2.0% |
| 7D | -5.8% | 0.0% | -5.9% | -5.9% |
| 30D | +11.6% | -4.3% | +15.9% | +11.9% |
| 3M | -1.0% | +9.4% | -10.4% | -2.0% |
| 6M | +5.1% | -3.3% | +8.3% | +4.9% |
| YTD | -24.0% | -10.5% | -13.5% | -23.9% |
| 1Y | -30.3% | -2.4% | -27.9% | -30.7% |
| 3Y | +37.0% | +80.1% | -43.1% | +25.5% |
| 5Y | +53.4% | +6.5% | +46.9% | +36.2% |
| All | +53.4% | +10.4% | +43.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling