+90.5%
GWW vs LDOS
+37.8%
+52.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.6% |
| 7D | +5.5% | +1.9% | +3.7% | +5.3% |
| 30D | +14.4% | +12.8% | +1.6% | +12.4% |
| 3M | +13.7% | -1.0% | +14.7% | +13.7% |
| 6M | +20.1% | +6.2% | +13.9% | +19.1% |
| YTD | +47.1% | -23.2% | +70.3% | +54.1% |
| 1Y | +56.2% | -29.5% | +85.7% | +67.0% |
| 3Y | +90.5% | +37.1% | +53.5% | +68.0% |
| All | +90.5% | +37.8% | +52.7% | +68.0% |
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