+648.4%
GWW vs LDOS
+254.8%
+393.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.4% |
| 7D | +5.5% | +1.9% | +3.7% | +4.9% |
| 30D | +14.4% | +12.8% | +1.6% | +9.7% |
| 3M | +13.7% | -1.0% | +14.7% | +13.6% |
| 6M | +20.1% | +6.2% | +13.9% | +16.2% |
| YTD | +47.1% | -23.2% | +70.3% | +58.1% |
| 1Y | +56.2% | -29.5% | +85.7% | +73.4% |
| 3Y | +90.5% | +37.1% | +53.5% | +56.6% |
| 5Y | +221.2% | +55.6% | +165.6% | +145.6% |
| 10Y | +648.4% | +249.4% | +399.0% | +366.2% |
| All | +648.4% | +254.8% | +393.6% | +366.2% |
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