+778.0%
ITW vs LDOS
+494.7%
+283.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -3.6% | -5.4% | +1.8% | -1.5% |
| 30D | -9.1% | +4.9% | -14.0% | -11.0% |
| 3M | +8.2% | +7.2% | +1.0% | +4.5% |
| 6M | -4.8% | -24.2% | +19.5% | +4.6% |
| YTD | +11.0% | -25.8% | +36.8% | +21.7% |
| 1Y | +4.2% | -24.7% | +29.0% | +13.4% |
| 3Y | +17.3% | +39.3% | -22.0% | -3.5% |
| 5Y | +33.0% | +43.3% | -10.3% | +6.1% |
| 10Y | +182.3% | +278.6% | -96.2% | +48.7% |
| All | +778.0% | +494.7% | +283.3% | +248.5% |
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