+37.0%
LDOS vs TW
+40.3%
-3.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -5.8% | +3.4% | -9.2% | -6.5% |
| 30D | +11.6% | +15.5% | -3.9% | +8.3% |
| 3M | -1.0% | +25.1% | -26.1% | -5.4% |
| 6M | +5.1% | +18.2% | -13.1% | +0.9% |
| YTD | -24.0% | +19.7% | -43.8% | -26.8% |
| 1Y | -30.3% | +18.1% | -48.4% | -32.7% |
| 3Y | +37.0% | +40.5% | -3.6% | +29.5% |
| All | +37.0% | +40.3% | -3.4% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling