+727.3%
LDOS vs GWRE
+869.7%
-142.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -19.9% | +20.5% | +4.3% |
| 7D | -5.4% | -21.1% | +15.7% | -1.6% |
| 30D | +4.9% | +1.3% | +3.6% | +3.8% |
| 3M | +7.2% | +7.4% | -0.3% | +4.3% |
| 6M | -24.2% | +5.6% | -29.9% | -26.8% |
| YTD | -25.8% | -19.2% | -6.6% | -24.8% |
| 1Y | -24.7% | -25.1% | +0.4% | -23.1% |
| 3Y | +39.3% | +87.7% | -48.4% | +13.6% |
| 5Y | +43.3% | +32.0% | +11.3% | +23.9% |
| 10Y | +278.6% | +157.8% | +120.8% | +171.1% |
| All | +727.3% | +869.7% | -142.3% | +443.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling