+52.9%
LDOS vs WCC
+116.9%
-64.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.6% | +0.9% |
| 7D | -3.7% | -21.9% | +18.2% | -1.8% |
| 30D | +16.4% | -25.4% | +41.8% | +19.1% |
| 3M | +7.4% | -23.1% | +30.5% | +9.4% |
| 6M | -0.3% | -18.1% | +17.7% | +0.6% |
| YTD | -24.0% | +17.7% | -41.7% | -26.6% |
| 1Y | -29.6% | +12.4% | -41.9% | -31.7% |
| 3Y | +35.1% | +105.9% | -70.8% | +18.3% |
| 5Y | +52.9% | +116.8% | -63.9% | +31.0% |
| All | +52.9% | +116.9% | -64.0% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling