+966.7%
CDW vs LDOS
+618.2%
+348.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.4% |
| 7D | +3.7% | -2.8% | +6.6% | +4.7% |
| 30D | +26.0% | +13.6% | +12.4% | +20.1% |
| 3M | +10.1% | +4.2% | +5.9% | +8.0% |
| 6M | +26.1% | -8.2% | +34.3% | +28.7% |
| YTD | +25.9% | -24.1% | +50.0% | +36.8% |
| 1Y | +21.5% | -31.2% | +52.8% | +36.8% |
| 3Y | -15.7% | +35.0% | -50.7% | -28.3% |
| 5Y | -2.3% | +52.6% | -54.9% | -22.1% |
| 10Y | +337.4% | +261.9% | +75.5% | +182.4% |
| All | +966.7% | +618.2% | +348.5% | +614.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling