+205.7%
GLW vs LDOS
+52.0%
+153.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.1% | -13.0% | -12.9% |
| 7D | -19.7% | -3.7% | -16.1% | -19.5% |
| 30D | -38.8% | +16.4% | -55.2% | -39.8% |
| 3M | -33.9% | +7.4% | -41.3% | -34.6% |
| 6M | -36.0% | -0.3% | -35.6% | -35.2% |
| YTD | +18.7% | -24.0% | +42.8% | +26.6% |
| 1Y | +19.8% | -29.6% | +49.4% | +30.6% |
| 3Y | +294.3% | +35.1% | +259.2% | +247.3% |
| 5Y | +205.7% | +52.9% | +152.8% | +166.2% |
| All | +205.7% | +52.0% | +153.8% | +166.2% |
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