+21.0%
ITW vs LDOS
+39.7%
-18.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | 0.0% |
| 7D | -0.4% | -7.1% | +6.7% | +0.9% |
| 30D | -9.4% | -6.1% | -3.4% | -8.5% |
| 3M | +7.1% | +5.6% | +1.5% | +5.6% |
| 6M | -1.9% | -26.9% | +25.1% | +4.0% |
| YTD | +10.4% | -27.9% | +38.4% | +16.6% |
| 1Y | +3.3% | -26.8% | +30.1% | +8.6% |
| 3Y | +21.0% | +39.6% | -18.6% | +13.6% |
| All | +21.0% | +39.7% | -18.7% | +13.6% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling