+279.9%
SWK vs LDOS
+508.5%
-228.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +0.7% | +12.4% | +12.8% |
| 7D | +17.9% | -2.8% | +20.7% | +19.3% |
| 30D | +31.9% | +13.6% | +18.4% | +24.5% |
| 3M | +16.6% | +4.2% | +12.3% | +13.5% |
| 6M | +61.1% | -8.2% | +69.3% | +64.4% |
| YTD | +64.2% | -24.1% | +88.3% | +80.5% |
| 1Y | +85.2% | -31.2% | +116.4% | +113.1% |
| 3Y | +50.2% | +35.0% | +15.2% | +20.5% |
| 5Y | -22.8% | +52.6% | -75.4% | -43.1% |
| 10Y | +35.8% | +261.9% | -226.1% | -32.7% |
| All | +279.9% | +508.5% | -228.6% | +34.5% |
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 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