-31.2%
LDOS vs WCC
+24.5%
-55.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.9% | +10.6% | +0.6% |
| 7D | -2.8% | -8.8% | +6.0% | -2.9% |
| 30D | +13.6% | -16.0% | +29.6% | +13.7% |
| 3M | +4.2% | -15.2% | +19.4% | +4.2% |
| 6M | -8.2% | -8.4% | +0.2% | -8.4% |
| YTD | -24.1% | +30.1% | -54.2% | -29.3% |
| 1Y | -31.2% | +26.4% | -57.7% | -35.8% |
| All | -31.2% | +24.5% | -55.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling