+1,394.4%
SWKS vs LDOS
+508.5%
+886.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | -4.9% | -2.8% | -2.1% | -3.9% |
| 30D | -1.2% | +13.6% | -14.8% | -7.1% |
| 3M | +24.2% | +4.2% | +19.9% | +20.2% |
| 6M | +21.5% | -8.2% | +29.7% | +23.4% |
| YTD | +33.5% | -24.1% | +57.6% | +45.8% |
| 1Y | +18.9% | -31.2% | +50.1% | +36.0% |
| 3Y | +0.4% | +35.0% | -34.6% | -20.0% |
| 5Y | -44.3% | +52.6% | -96.9% | -59.6% |
| 10Y | +37.1% | +261.9% | -224.7% | -39.7% |
| All | +1,394.4% | +508.5% | +886.0% | +343.1% |
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