+129.2%
LDOS vs TW
+221.1%
-91.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -5.4% | -2.3% | -3.1% | -4.9% |
| 30D | +4.9% | +3.9% | +1.0% | +3.9% |
| 3M | +7.2% | +5.7% | +1.5% | +5.5% |
| 6M | -24.2% | -14.5% | -9.7% | -21.7% |
| YTD | -25.8% | -0.9% | -24.9% | -26.0% |
| 1Y | -24.7% | -13.5% | -11.2% | -22.7% |
| 3Y | +39.3% | +25.0% | +14.3% | +28.0% |
| 5Y | +43.3% | +22.7% | +20.6% | +29.8% |
| All | +129.2% | +221.1% | -91.9% | +65.9% |
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