+199.9%
ITW vs LDOS
+262.7%
-62.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.3% | +1.2% |
| 7D | -1.1% | -5.8% | +4.7% | +1.0% |
| 30D | +8.6% | +11.6% | -3.0% | +4.0% |
| 3M | -2.7% | -1.0% | -1.7% | -2.9% |
| 6M | +14.0% | +5.1% | +8.9% | +10.5% |
| YTD | +18.6% | -24.0% | +42.7% | +28.8% |
| 1Y | +19.8% | -30.3% | +50.1% | +34.8% |
| 3Y | +34.8% | +37.0% | -2.1% | +8.7% |
| 5Y | +37.5% | +53.4% | -15.9% | +2.7% |
| 10Y | +199.9% | +252.0% | -52.1% | +61.6% |
| All | +199.9% | +262.7% | -62.8% | +61.6% |
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 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