+131.4%
LDOS vs TW
+294.9%
-163.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.6% |
| 7D | -1.3% | +2.8% | -4.2% | -2.0% |
| 30D | +10.1% | +18.1% | -7.9% | +5.7% |
| 3M | -4.7% | +25.2% | -29.9% | -9.9% |
| 6M | +5.6% | +19.1% | -13.5% | +0.7% |
| YTD | -25.1% | +21.9% | -47.0% | -29.1% |
| 1Y | -31.7% | +18.9% | -50.6% | -34.9% |
| 3Y | +33.7% | +41.7% | -8.0% | +19.3% |
| 5Y | +54.4% | +40.4% | +14.0% | +36.0% |
| All | +131.4% | +294.9% | -163.4% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling