+47.6%
LDOS vs GPC
+3.6%
+44.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -7.2% | +1.6% | -8.8% | -7.6% |
| 30D | +16.8% | -2.1% | +18.9% | +17.3% |
| 3M | -1.6% | -6.8% | +5.2% | 0.0% |
| 6M | -1.0% | +18.6% | -19.6% | -5.4% |
| YTD | -25.8% | +2.7% | -28.4% | -26.6% |
| 1Y | -31.1% | +1.8% | -32.9% | -31.7% |
| 3Y | +32.8% | +1.1% | +31.7% | +27.0% |
| All | +47.6% | +3.6% | +44.1% | +39.8% |
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