+39.4%
LDOS vs GFI
+521.0%
-481.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.9% |
| 7D | -7.1% | +5.7% | -12.8% | -7.2% |
| 30D | -6.1% | +15.6% | -21.7% | -6.3% |
| 3M | +5.6% | +31.5% | -25.9% | +5.0% |
| 6M | -26.9% | -3.7% | -23.2% | -26.9% |
| YTD | -27.9% | +11.2% | -39.2% | -28.2% |
| 1Y | -26.8% | +36.4% | -63.2% | -27.5% |
| 3Y | +39.6% | +313.5% | -273.9% | +34.3% |
| 5Y | +39.4% | +528.0% | -488.6% | +24.1% |
| All | +39.4% | +521.0% | -481.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling