+307.7%
GLW vs LDOS
+32.3%
+275.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.5% |
| 7D | -13.9% | -7.2% | -6.7% | -14.1% |
| 30D | -35.0% | +16.8% | -51.8% | -35.0% |
| 3M | -32.4% | -1.6% | -30.8% | -32.1% |
| 6M | -41.3% | -1.0% | -40.4% | -39.7% |
| YTD | +21.8% | -25.8% | +47.6% | +30.8% |
| 1Y | +21.8% | -31.1% | +52.9% | +33.8% |
| 3Y | +307.7% | +32.8% | +274.9% | +244.0% |
| All | +307.7% | +32.3% | +275.4% | +244.0% |
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