+658.9%
GWW vs LDOS
+262.7%
+396.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.7% | -0.1% |
| 7D | +5.3% | -5.8% | +11.1% | +7.2% |
| 30D | +12.4% | +11.6% | +0.9% | +8.2% |
| 3M | +13.7% | -1.0% | +14.7% | +13.6% |
| 6M | +18.0% | +5.1% | +13.0% | +14.6% |
| YTD | +44.6% | -24.0% | +68.6% | +55.9% |
| 1Y | +53.1% | -30.3% | +83.4% | +70.6% |
| 3Y | +90.2% | +37.0% | +53.3% | +56.1% |
| 5Y | +215.0% | +53.4% | +161.6% | +142.0% |
| 10Y | +658.9% | +252.0% | +407.0% | +356.9% |
| All | +658.9% | +262.7% | +396.3% | +356.9% |
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