+669.9%
GWW vs LDOS
+226.9%
+443.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +3.6% | -1.6% | +5.2% | +4.1% |
| 30D | +12.1% | +8.2% | +3.9% | +8.9% |
| 3M | +12.9% | -8.2% | +21.1% | +15.6% |
| 6M | +19.3% | +5.8% | +13.5% | +15.4% |
| YTD | +48.7% | -27.0% | +75.7% | +62.5% |
| 1Y | +60.5% | -31.0% | +91.5% | +79.1% |
| 3Y | +93.3% | +29.3% | +64.0% | +61.9% |
| 5Y | +219.0% | +48.7% | +170.2% | +147.2% |
| All | +669.9% | +226.9% | +443.0% | +368.2% |
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 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