+498.1%
LDOS vs WCC
+413.2%
+84.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | -0.3% |
| 7D | -5.4% | +4.5% | -9.9% | -6.3% |
| 30D | +4.9% | -5.8% | +10.7% | +6.0% |
| 3M | +7.2% | -3.7% | +10.8% | +7.2% |
| 6M | -24.2% | +23.1% | -47.3% | -28.5% |
| YTD | -25.8% | +44.2% | -70.0% | -32.4% |
| 1Y | -24.7% | +62.1% | -86.8% | -33.4% |
| 3Y | +39.3% | +121.1% | -81.8% | +9.8% |
| 5Y | +43.3% | +214.0% | -170.6% | -0.7% |
| 10Y | +278.6% | +472.8% | -194.2% | +102.4% |
| All | +498.1% | +413.2% | +84.8% | +176.7% |
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