+478.8%
GLW vs LDOS
+256.7%
+222.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.1% | -13.0% | -12.9% |
| 7D | -19.7% | -3.7% | -16.1% | -19.0% |
| 30D | -38.8% | +16.4% | -55.2% | -42.0% |
| 3M | -33.9% | +7.4% | -41.3% | -36.2% |
| 6M | -36.0% | -0.3% | -35.6% | -37.1% |
| YTD | +18.7% | -24.0% | +42.8% | +27.7% |
| 1Y | +19.8% | -29.6% | +49.4% | +33.1% |
| 3Y | +294.3% | +35.1% | +259.2% | +215.4% |
| 5Y | +205.7% | +52.9% | +152.8% | +123.4% |
| All | +478.8% | +256.7% | +222.1% | +210.1% |
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 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