+746.9%
LDOS vs GWRE
+860.2%
-113.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | -5.8% | -1.0% | -4.8% | -5.7% |
| 30D | +11.6% | -3.9% | +15.4% | +12.2% |
| 3M | -1.0% | -5.7% | +4.7% | -1.0% |
| 6M | +5.1% | +16.2% | -11.1% | -0.3% |
| YTD | -24.0% | -20.0% | -4.1% | -23.2% |
| 1Y | -30.3% | -26.2% | -4.0% | -28.5% |
| 3Y | +37.0% | +79.5% | -42.6% | +12.5% |
| 5Y | +53.4% | +25.8% | +27.5% | +33.8% |
| 10Y | +252.0% | +173.0% | +79.0% | +148.0% |
| All | +746.9% | +860.2% | -113.3% | +455.0% |
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