+498.1%
LDOS vs GPC
+472.2%
+25.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.4% | +0.4% | -5.8% | -5.6% |
| 30D | +4.9% | +5.1% | -0.3% | +2.8% |
| 3M | +7.2% | +41.5% | -34.3% | -6.9% |
| 6M | -24.2% | +21.8% | -46.1% | -30.5% |
| YTD | -25.8% | +14.6% | -40.4% | -30.6% |
| 1Y | -24.7% | +1.3% | -26.0% | -26.2% |
| 3Y | +39.3% | -1.4% | +40.7% | +32.7% |
| 5Y | +43.3% | +30.6% | +12.7% | +18.7% |
| 10Y | +278.6% | +80.6% | +198.0% | +154.9% |
| All | +498.1% | +472.2% | +25.8% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling