+493.9%
GLW vs LDOS
+248.5%
+245.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.3% |
| 7D | -13.9% | -7.2% | -6.7% | -12.1% |
| 30D | -35.0% | +16.8% | -51.8% | -38.5% |
| 3M | -32.4% | -1.6% | -30.8% | -32.7% |
| 6M | -41.3% | -1.0% | -40.4% | -42.3% |
| YTD | +21.8% | -25.8% | +47.6% | +31.9% |
| 1Y | +21.8% | -31.1% | +52.9% | +36.3% |
| 3Y | +307.7% | +32.8% | +274.9% | +227.4% |
| 5Y | +213.7% | +49.4% | +164.3% | +130.8% |
| All | +493.9% | +248.5% | +245.4% | +220.4% |
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