+53.6%
GWW vs LDOS
-30.4%
+84.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.7% | +0.6% |
| 7D | +5.3% | -5.8% | +11.1% | +5.4% |
| 30D | +12.4% | +11.6% | +0.9% | +12.1% |
| 3M | +13.7% | -1.0% | +14.7% | +13.5% |
| 6M | +18.0% | +5.1% | +13.0% | +18.9% |
| YTD | +44.6% | -24.0% | +68.6% | +47.7% |
| All | +53.6% | -30.4% | +84.0% | +59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling