+134.8%
LDOS vs TW
+285.7%
-150.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -3.7% | +7.3% | -11.0% | -5.4% |
| 30D | +16.4% | +18.6% | -2.2% | +11.6% |
| 3M | +7.4% | +24.8% | -17.4% | +1.7% |
| 6M | -0.3% | +16.1% | -16.4% | -4.4% |
| YTD | -24.0% | +19.1% | -43.1% | -27.6% |
| 1Y | -29.6% | +22.8% | -52.3% | -33.4% |
| 3Y | +35.1% | +40.4% | -5.3% | +20.8% |
| 5Y | +52.9% | +37.9% | +15.0% | +35.3% |
| All | +134.8% | +285.7% | -150.9% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling