-27.7%
LDOS vs GWRE
-45.7%
+18.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | 0.0% |
| 7D | -4.2% | -26.2% | +22.0% | -0.1% |
| 30D | -7.9% | -17.8% | +9.9% | -5.8% |
| 3M | +4.1% | +14.2% | -10.1% | -0.1% |
| 6M | -28.2% | -12.9% | -15.3% | -28.5% |
| YTD | -28.5% | -29.2% | +0.7% | -29.4% |
| 1Y | -27.7% | -44.4% | +16.8% | -24.3% |
| All | -27.7% | -45.7% | +18.1% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling