+252.0%
LDOS vs GPC
+93.7%
+158.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.5% |
| 7D | -5.8% | +0.8% | -6.7% | -6.1% |
| 30D | +11.6% | -1.1% | +12.6% | +11.8% |
| 3M | -1.0% | -6.6% | +5.6% | +1.1% |
| 6M | +5.1% | +22.2% | -17.2% | -2.8% |
| YTD | -24.0% | +5.1% | -29.1% | -26.3% |
| 1Y | -30.3% | +2.8% | -33.1% | -31.9% |
| 3Y | +37.0% | +2.4% | +34.6% | +28.9% |
| 5Y | +53.4% | +7.8% | +45.6% | +38.6% |
| 10Y | +252.0% | +87.2% | +164.7% | +140.0% |
| All | +252.0% | +93.7% | +158.2% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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