+342.1%
GLW vs LDOS
+43.9%
+298.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.6% |
| 7D | +3.8% | -5.4% | +9.2% | +4.5% |
| 30D | -1.3% | +4.9% | -6.2% | -2.1% |
| 3M | -21.8% | +7.2% | -29.0% | -22.2% |
| 6M | +6.9% | -24.2% | +31.1% | +14.6% |
| YTD | +77.2% | -25.8% | +103.0% | +89.3% |
| 1Y | +123.2% | -24.7% | +148.0% | +137.3% |
| 3Y | +400.0% | +39.3% | +360.7% | +334.9% |
| All | +342.1% | +43.9% | +298.2% | +280.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling