+29.2%
SWK vs LDOS
+256.7%
-227.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +11.3% | -3.7% | +14.9% | +13.1% |
| 30D | +28.1% | +16.4% | +11.7% | +19.3% |
| 3M | +12.6% | +7.4% | +5.2% | +8.0% |
| 6M | +51.7% | -0.3% | +52.0% | +49.8% |
| YTD | +60.0% | -24.0% | +84.0% | +77.2% |
| 1Y | +72.7% | -29.6% | +102.2% | +99.0% |
| 3Y | +46.3% | +35.1% | +11.2% | +12.0% |
| 5Y | -24.6% | +52.9% | -77.5% | -48.3% |
| All | +29.2% | +256.7% | -227.5% | -36.5% |
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