+574.5%
GWW vs LDOS
+274.0%
+300.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +1.4% | -5.4% | +6.8% | +3.3% |
| 30D | +3.3% | +4.9% | -1.6% | +1.4% |
| 3M | +2.9% | +7.2% | -4.3% | -0.4% |
| 6M | +15.8% | -24.2% | +40.0% | +26.6% |
| YTD | +32.0% | -25.8% | +57.8% | +44.1% |
| 1Y | +29.9% | -24.7% | +54.6% | +40.5% |
| 3Y | +91.1% | +39.3% | +51.8% | +55.7% |
| 5Y | +223.9% | +43.3% | +180.6% | +156.3% |
| All | +574.5% | +274.0% | +300.5% | +273.8% |
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