-31.2%
LDOS vs TW
+20.8%
-52.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -2.8% | +6.0% | -8.8% | -4.8% |
| 30D | +13.6% | +18.6% | -5.0% | +7.2% |
| 3M | +4.2% | +26.5% | -22.3% | -3.7% |
| 6M | -8.2% | +13.1% | -21.3% | -12.8% |
| YTD | -24.1% | +18.5% | -42.6% | -27.3% |
| 1Y | -31.2% | +21.7% | -52.9% | -35.2% |
| All | -31.2% | +20.8% | -52.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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