+2,660.2%
GWW vs LDOS
+495.0%
+2,165.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | +6.0% | -7.2% | +13.2% | +8.5% |
| 30D | +14.0% | +16.8% | -2.8% | +8.0% |
| 3M | +12.5% | -1.6% | +14.1% | +12.6% |
| 6M | +23.6% | -1.0% | +24.6% | +22.3% |
| YTD | +43.6% | -25.8% | +69.4% | +55.2% |
| 1Y | +52.5% | -31.1% | +83.6% | +69.2% |
| 3Y | +92.6% | +32.8% | +59.8% | +64.2% |
| 5Y | +219.0% | +49.4% | +169.6% | +156.6% |
| 10Y | +713.8% | +253.9% | +459.9% | +374.8% |
| All | +2,660.2% | +495.0% | +2,165.2% | +1,137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling