+125.6%
LDOS vs TW
+301.3%
-175.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | -1.6% | +3.9% | -5.5% | -2.6% |
| 30D | +8.2% | +19.9% | -11.7% | +3.5% |
| 3M | -8.2% | +25.9% | -34.1% | -13.3% |
| 6M | +5.8% | +21.1% | -15.3% | +0.5% |
| YTD | -27.0% | +23.9% | -50.9% | -31.1% |
| 1Y | -31.0% | +21.2% | -52.2% | -34.6% |
| 3Y | +29.3% | +44.8% | -15.5% | +14.7% |
| 5Y | +48.7% | +41.4% | +7.3% | +30.9% |
| All | +125.6% | +301.3% | -175.7% | +54.5% |
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