+538.1%
GLW vs LDOS
+509.1%
+29.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.1% | -13.0% | -13.0% |
| 7D | -19.7% | -3.7% | -16.1% | -18.8% |
| 30D | -38.8% | +16.4% | -55.2% | -42.5% |
| 3M | -33.9% | +7.4% | -41.3% | -36.6% |
| 6M | -36.0% | -0.3% | -35.6% | -37.7% |
| YTD | +18.7% | -24.0% | +42.8% | +26.9% |
| 1Y | +19.8% | -29.6% | +49.4% | +32.2% |
| 3Y | +294.3% | +35.1% | +259.2% | +217.8% |
| 5Y | +205.7% | +52.9% | +152.8% | +126.8% |
| 10Y | +493.8% | +262.2% | +231.5% | +192.5% |
| All | +538.1% | +509.1% | +29.1% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling