+512.4%
LDOS vs WCC
+318.9%
+193.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.6% | +2.0% |
| 7D | -3.7% | -21.9% | +18.2% | +0.7% |
| 30D | +16.4% | -25.4% | +41.8% | +22.5% |
| 3M | +7.4% | -23.1% | +30.5% | +11.9% |
| 6M | -0.3% | -18.1% | +17.7% | +1.8% |
| YTD | -24.0% | +17.7% | -41.7% | -28.6% |
| 1Y | -29.6% | +12.4% | -41.9% | -33.3% |
| 3Y | +35.1% | +105.9% | -70.8% | +6.9% |
| 5Y | +52.9% | +116.8% | -63.9% | +14.0% |
| 10Y | +262.2% | +456.1% | -193.8% | +92.1% |
| All | +512.4% | +318.9% | +193.5% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling