+356.1%
SHW vs LDOS
+248.5%
+107.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | +3.5% | -7.2% | +10.7% | +6.1% |
| 30D | +9.2% | +16.8% | -7.6% | +3.6% |
| 3M | -5.1% | -1.6% | -3.5% | -4.9% |
| 6M | +6.8% | -1.0% | +7.8% | +6.3% |
| YTD | +7.0% | -25.8% | +32.7% | +16.2% |
| 1Y | +4.1% | -31.1% | +35.2% | +16.3% |
| 3Y | +41.1% | +32.8% | +8.3% | +17.7% |
| 5Y | +12.9% | +49.4% | -36.5% | -12.3% |
| All | +356.1% | +248.5% | +107.7% | +156.6% |
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