+96.0%
GWW vs LDOS
+39.7%
+56.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +1.4% | -5.4% | +6.8% | +2.2% |
| 30D | +3.3% | +4.9% | -1.6% | +2.5% |
| 3M | +2.9% | +7.2% | -4.3% | +1.9% |
| 6M | +15.8% | -24.2% | +40.0% | +22.3% |
| YTD | +32.0% | -25.8% | +57.8% | +39.3% |
| 1Y | +29.9% | -24.7% | +54.6% | +36.3% |
| All | +96.0% | +39.7% | +56.3% | +76.8% |
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 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