+2,085.3%
SHW vs LDOS
+494.7%
+1,590.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -3.2% | -5.4% | +2.2% | -1.5% |
| 30D | -9.5% | +4.9% | -14.4% | -11.1% |
| 3M | +11.5% | +7.2% | +4.3% | +8.3% |
| 6M | -3.5% | -24.2% | +20.7% | +4.5% |
| YTD | +3.7% | -25.8% | +29.5% | +12.3% |
| 1Y | -7.9% | -24.7% | +16.8% | -1.0% |
| 3Y | +24.7% | +39.3% | -14.6% | +5.9% |
| 5Y | +13.6% | +43.3% | -29.7% | -6.1% |
| 10Y | +283.0% | +278.6% | +4.4% | +126.9% |
| All | +2,085.3% | +494.7% | +1,590.5% | +926.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling