+52.9%
LDOS vs GPC
+6.4%
+46.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | -3.7% | +1.7% | -5.4% | -4.1% |
| 30D | +16.4% | -2.3% | +18.7% | +17.0% |
| 3M | +7.4% | -4.5% | +11.9% | +8.5% |
| 6M | -0.3% | +21.6% | -21.9% | -5.4% |
| YTD | -24.0% | +4.0% | -28.1% | -25.1% |
| 1Y | -29.6% | +3.5% | -33.1% | -30.5% |
| 3Y | +35.1% | +2.1% | +33.0% | +28.9% |
| 5Y | +52.9% | +5.5% | +47.5% | +45.5% |
| All | +52.9% | +6.4% | +46.5% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling