+189.7%
SW vs LDOS
+257.0%
-67.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.9% |
| 7D | +12.1% | -2.8% | +14.9% | +12.6% |
| 30D | +6.6% | +13.6% | -7.0% | +4.1% |
| 3M | -6.0% | +4.2% | -10.2% | -6.9% |
| 6M | +21.5% | -8.2% | +29.7% | +22.6% |
| YTD | +20.3% | -24.1% | +44.4% | +24.7% |
| 1Y | +28.1% | -31.2% | +59.4% | +35.5% |
| 3Y | +51.6% | +35.0% | +16.6% | +38.9% |
| 5Y | -0.1% | +52.6% | -52.8% | -12.0% |
| 10Y | +189.7% | +261.9% | -72.1% | +138.8% |
| All | +189.7% | +257.0% | -67.2% | +138.8% |
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 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