+512.2%
LDOS vs GFI
+318.5%
+193.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.8% | -2.5% | +2.2% |
| 7D | -5.8% | +18.0% | -23.9% | -6.4% |
| 30D | +11.6% | +11.5% | +0.1% | +11.1% |
| 3M | -1.0% | +2.8% | -3.8% | -1.2% |
| 6M | +5.1% | -6.4% | +11.5% | +5.0% |
| YTD | -24.0% | -1.1% | -23.0% | -24.5% |
| 1Y | -30.3% | +10.8% | -41.1% | -31.0% |
| 3Y | +37.0% | +248.8% | -211.8% | +28.7% |
| 5Y | +53.4% | +407.7% | -354.4% | +40.0% |
| 10Y | +252.0% | +1,213.7% | -961.7% | +201.4% |
| All | +512.2% | +318.5% | +193.7% | +425.9% |
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