+185.8%
ITW vs LDOS
+260.1%
-74.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.5% |
| 7D | -0.4% | -7.1% | +6.7% | +2.3% |
| 30D | -9.4% | -6.1% | -3.4% | -7.4% |
| 3M | +7.1% | +5.6% | +1.5% | +4.0% |
| 6M | -1.9% | -26.9% | +25.1% | +9.6% |
| YTD | +10.4% | -27.9% | +38.4% | +22.7% |
| 1Y | +3.3% | -26.8% | +30.1% | +13.8% |
| 3Y | +21.0% | +39.6% | -18.6% | -3.5% |
| 5Y | +36.3% | +39.4% | -3.1% | +6.4% |
| 10Y | +185.8% | +260.0% | -74.2% | +49.0% |
| All | +185.8% | +260.1% | -74.3% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling