+20.7%
ITW vs LDOS
-31.1%
+51.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | +8.9% | +10.1% | -1.2% | +8.1% |
| 3M | -0.9% | -4.7% | +3.8% | -0.6% |
| 6M | +16.0% | +5.6% | +10.4% | +14.6% |
| YTD | +19.4% | -25.1% | +44.5% | +18.9% |
| 1Y | +20.7% | -31.7% | +52.4% | +24.8% |
| All | +20.7% | -31.1% | +51.8% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling