+296.5%
CDW vs LDOS
+256.7%
+39.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.2% |
| 7D | -4.1% | -3.7% | -0.4% | -2.7% |
| 30D | +16.7% | +16.4% | +0.4% | +9.1% |
| 3M | +13.6% | +7.4% | +6.2% | +9.4% |
| 6M | +17.0% | -0.3% | +17.4% | +16.1% |
| YTD | +18.1% | -24.0% | +42.2% | +30.6% |
| 1Y | +10.5% | -29.6% | +40.0% | +26.2% |
| 3Y | -20.9% | +35.1% | -56.0% | -36.6% |
| 5Y | -9.3% | +52.9% | -62.2% | -33.6% |
| All | +296.5% | +256.7% | +39.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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