+7.0%
SHW vs LDOS
-27.6%
+34.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.5% |
| 7D | +13.3% | -2.8% | +16.1% | +13.8% |
| 30D | +14.1% | +13.6% | +0.6% | +12.4% |
| 3M | +0.8% | +4.2% | -3.5% | +0.2% |
| 6M | +17.6% | -8.2% | +25.9% | +16.0% |
| YTD | +13.0% | -24.1% | +37.1% | +11.9% |
| 1Y | +7.0% | -31.2% | +38.2% | +11.7% |
| All | +7.0% | -27.6% | +34.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling