+755.0%
SW vs LDOS
+416.2%
+338.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -5.1% | -5.4% | +0.3% | -4.6% |
| 30D | -4.6% | +4.9% | -9.5% | -5.1% |
| 3M | +9.4% | +7.2% | +2.2% | +8.4% |
| 6M | +3.5% | -24.2% | +27.8% | +6.1% |
| YTD | +22.0% | -25.8% | +47.8% | +25.0% |
| 1Y | +2.2% | -24.7% | +26.9% | +4.5% |
| 3Y | +19.6% | +39.3% | -19.7% | +14.3% |
| 5Y | -2.3% | +43.3% | -45.6% | -7.5% |
| 10Y | +181.4% | +278.6% | -97.2% | +157.1% |
| All | +755.0% | +416.2% | +338.8% | +733.4% |
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