+498.3%
LDOS vs WCN
+1,678.0%
-1,179.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -1.7% |
| 7D | -7.2% | +2.9% | -10.1% | -8.4% |
| 30D | +16.8% | +22.1% | -5.3% | +6.4% |
| 3M | -1.6% | +13.2% | -14.8% | -7.3% |
| 6M | -1.0% | +23.7% | -24.7% | -10.7% |
| YTD | -25.8% | +8.7% | -34.5% | -29.4% |
| 1Y | -31.1% | +15.3% | -46.4% | -36.2% |
| 3Y | +32.8% | +46.0% | -13.2% | +9.0% |
| 5Y | +49.4% | +45.9% | +3.5% | +21.3% |
| 10Y | +253.9% | +311.1% | -57.2% | +84.0% |
| All | +498.3% | +1,678.0% | -1,179.7% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling