+498.1%
LDOS vs GAP
+102.8%
+395.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -5.4% | -4.5% | -0.9% | -4.8% |
| 30D | +4.9% | +9.0% | -4.2% | +3.3% |
| 3M | +7.2% | +5.0% | +2.2% | +6.1% |
| 6M | -24.2% | -17.8% | -6.4% | -22.7% |
| YTD | -25.8% | -10.4% | -15.4% | -25.4% |
| 1Y | -24.7% | -3.4% | -21.3% | -25.5% |
| 3Y | +39.3% | +111.5% | -72.2% | +14.7% |
| 5Y | +43.3% | +8.8% | +34.5% | +25.8% |
| 10Y | +278.6% | +32.9% | +245.7% | +174.8% |
| All | +498.1% | +102.8% | +395.2% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling