+92.6%
GWW vs LDOS
+32.3%
+60.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +6.0% | -7.2% | +13.2% | +7.0% |
| 30D | +14.0% | +16.8% | -2.8% | +11.5% |
| 3M | +12.5% | -1.6% | +14.1% | +12.6% |
| 6M | +23.6% | -1.0% | +24.6% | +23.9% |
| YTD | +43.6% | -25.8% | +69.4% | +51.1% |
| 1Y | +52.5% | -31.1% | +83.6% | +63.3% |
| 3Y | +92.6% | +32.8% | +59.8% | +68.7% |
| All | +92.6% | +32.3% | +60.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling