+55.6%
LDOS vs TW
+39.0%
+16.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +1.9% | +3.1% | -1.2% | +1.3% |
| 30D | +12.8% | +16.7% | -3.9% | +9.5% |
| 3M | -1.0% | +25.2% | -26.2% | -5.2% |
| 6M | +6.2% | +19.5% | -13.3% | +2.2% |
| YTD | -23.2% | +21.0% | -44.2% | -26.2% |
| 1Y | -29.5% | +19.0% | -48.4% | -32.0% |
| 3Y | +37.1% | +40.7% | -3.6% | +26.9% |
| 5Y | +55.6% | +40.1% | +15.5% | +35.8% |
| All | +55.6% | +39.0% | +16.6% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling