+756.2%
LDOS vs GWRE
+828.2%
-72.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.7% |
| 7D | +1.9% | -3.5% | +5.3% | +2.5% |
| 30D | +12.8% | -7.1% | +19.9% | +14.1% |
| 3M | -1.0% | -10.1% | +9.1% | -0.2% |
| 6M | +6.2% | +12.3% | -6.1% | +1.5% |
| YTD | -23.2% | -22.7% | -0.6% | -21.9% |
| 1Y | -29.5% | -28.6% | -0.9% | -27.2% |
| 3Y | +37.1% | +70.7% | -33.6% | +13.7% |
| 5Y | +55.6% | +24.4% | +31.2% | +35.9% |
| 10Y | +249.4% | +169.2% | +80.2% | +146.8% |
| All | +756.2% | +828.2% | -72.1% | +464.5% |
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 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