+819.1%
ITW vs LDOS
+495.0%
+324.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | +0.9% | -7.2% | +8.1% | +3.7% |
| 30D | +7.6% | +16.8% | -9.3% | +1.2% |
| 3M | -4.0% | -1.6% | -2.5% | -4.0% |
| 6M | +9.2% | -1.0% | +10.2% | +8.2% |
| YTD | +16.2% | -25.8% | +42.0% | +26.9% |
| 1Y | +17.9% | -31.1% | +49.0% | +32.6% |
| 3Y | +30.6% | +32.8% | -2.2% | +9.4% |
| 5Y | +35.2% | +49.4% | -14.2% | +5.7% |
| 10Y | +212.2% | +253.9% | -41.6% | +68.4% |
| All | +819.1% | +495.0% | +324.1% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling