+518.9%
LDOS vs GFI
+289.0%
+229.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +1.3% |
| 7D | +1.9% | +10.4% | -8.5% | +1.5% |
| 30D | +12.8% | +3.6% | +9.2% | +12.6% |
| 3M | -1.0% | -5.1% | +4.1% | -1.0% |
| 6M | +6.2% | -13.0% | +19.2% | +6.4% |
| YTD | -23.2% | -8.0% | -15.2% | -23.5% |
| 1Y | -29.5% | -5.0% | -24.4% | -29.8% |
| 3Y | +37.1% | +228.8% | -191.7% | +29.0% |
| 5Y | +55.6% | +354.4% | -298.7% | +42.7% |
| 10Y | +249.4% | +1,238.7% | -989.3% | +198.8% |
| All | +518.9% | +289.0% | +229.9% | +432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling