+262.1%
LDOS vs GWRE
+130.1%
+132.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | +0.1% |
| 7D | -4.2% | -26.2% | +22.0% | +0.6% |
| 30D | -7.9% | -17.8% | +9.9% | -5.2% |
| 3M | +4.1% | +14.2% | -10.1% | +0.2% |
| 6M | -28.2% | -12.9% | -15.3% | -28.0% |
| YTD | -28.5% | -29.2% | +0.7% | -26.0% |
| 1Y | -27.7% | -44.4% | +16.8% | -21.7% |
| 3Y | +38.4% | +51.1% | -12.7% | +16.7% |
| 5Y | +38.0% | +16.5% | +21.4% | +23.1% |
| 10Y | +262.1% | +131.6% | +130.5% | +156.5% |
| All | +262.1% | +130.1% | +132.0% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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