-36.7%
SWK vs LDOS
+43.9%
-80.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.4% | -5.4% | +5.0% | +1.0% |
| 30D | -5.7% | +4.9% | -10.6% | -7.1% |
| 3M | +24.1% | +7.2% | +16.9% | +21.2% |
| 6M | +24.7% | -24.2% | +49.0% | +34.6% |
| YTD | +33.9% | -25.8% | +59.7% | +44.7% |
| 1Y | +34.7% | -24.7% | +59.4% | +44.9% |
| 3Y | +15.3% | +39.3% | -24.0% | -5.2% |
| All | -36.7% | +43.9% | -80.6% | -51.3% |
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