+252.0%
LDOS vs WCN
+302.6%
-50.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | -5.8% | +1.2% | -7.0% | -6.4% |
| 30D | +11.6% | +24.6% | -13.0% | -1.2% |
| 3M | -1.0% | +14.2% | -15.2% | -8.1% |
| 6M | +5.1% | +25.7% | -20.6% | -7.9% |
| YTD | -24.0% | +9.3% | -33.3% | -28.5% |
| 1Y | -30.3% | +15.3% | -45.6% | -36.5% |
| 3Y | +37.0% | +48.6% | -11.6% | +5.3% |
| 5Y | +53.4% | +46.9% | +6.4% | +16.2% |
| 10Y | +252.0% | +298.1% | -46.2% | +63.1% |
| All | +252.0% | +302.6% | -50.7% | +63.1% |
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