-21.5%
CDW vs LDOS
+35.4%
-56.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.2% |
| 7D | -4.1% | -3.7% | -0.4% | -3.3% |
| 30D | +16.7% | +16.4% | +0.4% | +12.1% |
| 3M | +13.6% | +7.4% | +6.2% | +11.1% |
| 6M | +17.0% | -0.3% | +17.4% | +16.6% |
| YTD | +18.1% | -24.0% | +42.2% | +25.3% |
| 1Y | +10.5% | -29.6% | +40.0% | +19.2% |
| All | -21.5% | +35.4% | -56.9% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling