+262.1%
LDOS vs GFI
+1,023.9%
-761.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -4.2% | +4.7% | -8.9% | -4.3% |
| 30D | -7.9% | +14.4% | -22.3% | -8.2% |
| 3M | +4.1% | +32.5% | -28.4% | +3.3% |
| 6M | -28.2% | -7.2% | -21.0% | -28.2% |
| YTD | -28.5% | +10.9% | -39.4% | -29.0% |
| 1Y | -27.7% | +35.5% | -63.1% | -28.6% |
| 3Y | +38.4% | +312.1% | -273.7% | +31.9% |
| 5Y | +38.0% | +524.6% | -486.6% | +28.1% |
| 10Y | +262.1% | +1,092.7% | -830.7% | +246.9% |
| All | +262.1% | +1,023.9% | -761.8% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling