+221.4%
LDOS vs WCN
+322.1%
-100.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | +2.6% | -4.2% | -3.0% |
| 30D | +8.2% | +23.9% | -15.7% | -3.9% |
| 3M | -8.2% | +17.4% | -25.6% | -16.1% |
| 6M | +5.8% | +28.0% | -22.2% | -8.2% |
| YTD | -27.0% | +11.6% | -38.5% | -32.1% |
| 1Y | -31.0% | +16.9% | -47.8% | -37.6% |
| 3Y | +29.3% | +51.6% | -22.3% | -1.8% |
| 5Y | +48.7% | +48.0% | +0.7% | +12.3% |
| All | +221.4% | +322.1% | -100.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling