-2.3%
SW vs LDOS
+43.9%
-46.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -5.1% | -5.4% | +0.3% | -4.5% |
| 30D | -4.6% | +4.9% | -9.5% | -5.1% |
| 3M | +9.4% | +7.2% | +2.2% | +8.3% |
| 6M | +3.5% | -24.2% | +27.8% | +6.4% |
| YTD | +22.0% | -25.8% | +47.8% | +24.9% |
| 1Y | +2.2% | -24.7% | +26.9% | +4.4% |
| 3Y | +19.6% | +39.3% | -19.7% | +13.3% |
| All | -2.3% | +43.9% | -46.2% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling