+356.5%
SHW vs LDOS
+262.7%
+93.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.2% |
| 7D | +1.6% | -5.8% | +7.4% | +3.7% |
| 30D | +12.1% | +11.6% | +0.5% | +8.0% |
| 3M | -3.0% | -1.0% | -2.0% | -2.9% |
| 6M | +13.5% | +5.1% | +8.5% | +10.6% |
| YTD | +11.2% | -24.0% | +35.3% | +20.0% |
| 1Y | +6.2% | -30.3% | +36.5% | +18.2% |
| 3Y | +45.6% | +37.0% | +8.7% | +20.2% |
| 5Y | +15.6% | +53.4% | -37.8% | -11.0% |
| 10Y | +356.5% | +252.0% | +104.5% | +154.2% |
| All | +356.5% | +262.7% | +93.8% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling