-22.2%
CDW vs LDOS
+32.3%
-54.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | +2.1% | -7.2% | +9.3% | +4.0% |
| 30D | +14.7% | +16.8% | -2.1% | +10.1% |
| 3M | +11.1% | -1.6% | +12.7% | +11.2% |
| 6M | +45.6% | -1.0% | +46.6% | +45.1% |
| YTD | +17.1% | -25.8% | +42.9% | +24.9% |
| 1Y | +13.2% | -31.1% | +44.3% | +22.8% |
| 3Y | -22.2% | +32.8% | -55.0% | -28.3% |
| All | -22.2% | +32.3% | -54.5% | -28.3% |
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