+39.4%
LDOS vs GWRE
+22.2%
+17.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.8% | +5.0% | -2.1% |
| 7D | -7.1% | -25.6% | +18.4% | -4.6% |
| 30D | -6.1% | -12.2% | +6.2% | -5.2% |
| 3M | +5.6% | +17.7% | -12.1% | +3.2% |
| 6M | -26.9% | -11.3% | -15.6% | -27.2% |
| YTD | -27.9% | -25.5% | -2.4% | -27.7% |
| 1Y | -26.8% | -42.8% | +16.0% | -25.3% |
| 3Y | +39.6% | +59.0% | -19.4% | +29.5% |
| 5Y | +39.4% | +21.6% | +17.8% | +30.1% |
| All | +39.4% | +22.2% | +17.2% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling