+283.8%
CDW vs LDOS
+278.0%
+5.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +3.2% | -5.4% | +8.6% | +5.6% |
| 30D | +9.3% | +4.9% | +4.4% | +6.8% |
| 3M | +9.8% | +7.2% | +2.6% | +5.9% |
| 6M | +23.3% | -24.2% | +47.6% | +37.9% |
| YTD | +13.7% | -25.8% | +39.5% | +27.4% |
| 1Y | -6.5% | -24.7% | +18.2% | +3.5% |
| 3Y | -25.2% | +39.3% | -64.5% | -40.9% |
| 5Y | -19.5% | +43.3% | -62.8% | -38.8% |
| All | +283.8% | +278.0% | +5.7% | +89.2% |
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