+2,185.5%
SHW vs LDOS
+509.1%
+1,676.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +5.7% | -3.7% | +9.4% | +7.0% |
| 30D | +8.7% | +16.4% | -7.7% | +3.4% |
| 3M | -5.4% | +7.4% | -12.8% | -7.9% |
| 6M | +12.2% | -0.3% | +12.6% | +11.4% |
| YTD | +8.5% | -24.0% | +32.5% | +16.3% |
| 1Y | +4.9% | -29.6% | +34.5% | +15.3% |
| 3Y | +42.8% | +35.1% | +7.7% | +22.6% |
| 5Y | +14.5% | +52.9% | -38.4% | -7.4% |
| 10Y | +373.0% | +262.2% | +110.8% | +183.6% |
| All | +2,185.5% | +509.1% | +1,676.4% | +962.8% |
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