+35.5%
ITW vs LDOS
+48.3%
-12.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.3% | -1.6% | +4.0% | +2.7% |
| 30D | +6.7% | +8.2% | -1.5% | +4.6% |
| 3M | -0.5% | -8.2% | +7.6% | +1.3% |
| 6M | +16.4% | +5.8% | +10.6% | +13.9% |
| YTD | +19.0% | -27.0% | +45.9% | +27.4% |
| 1Y | +20.2% | -31.0% | +51.2% | +31.1% |
| 3Y | +33.1% | +29.3% | +3.8% | +13.9% |
| All | +35.5% | +48.3% | -12.8% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling