-25.2%
SWKS vs LDOS
+39.7%
-65.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +12.5% | -5.4% | +17.9% | +13.8% |
| 30D | +10.5% | +4.9% | +5.6% | +9.1% |
| 3M | -7.4% | +7.2% | -14.6% | -8.8% |
| 6M | +32.7% | -24.2% | +56.9% | +41.4% |
| YTD | +19.2% | -25.8% | +45.0% | +26.4% |
| 1Y | +2.4% | -24.7% | +27.1% | +7.8% |
| All | -25.2% | +39.7% | -65.0% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling