+301.5%
CDW vs LDOS
+228.4%
+73.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.7% |
| 7D | +9.1% | -3.5% | +12.6% | +10.7% |
| 30D | +13.7% | +9.5% | +4.2% | +9.1% |
| 3M | +27.0% | -6.3% | +33.3% | +29.9% |
| 6M | +75.9% | +2.8% | +73.1% | +71.7% |
| YTD | +28.9% | -26.6% | +55.5% | +44.6% |
| 1Y | +19.6% | -31.3% | +50.9% | +38.1% |
| 3Y | -14.6% | +30.9% | -45.6% | -30.7% |
| 5Y | -3.2% | +49.4% | -52.5% | -28.4% |
| All | +301.5% | +228.4% | +73.1% | +111.5% |
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