+498.1%
LDOS vs WCN
+1,447.3%
-949.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -5.4% | -0.6% | -4.8% | -5.2% |
| 30D | +4.9% | +0.4% | +4.4% | +4.7% |
| 3M | +7.2% | +7.3% | -0.1% | +3.5% |
| 6M | -24.2% | -2.5% | -21.7% | -23.8% |
| YTD | -25.8% | -5.4% | -20.4% | -24.6% |
| 1Y | -24.7% | -8.5% | -16.3% | -22.4% |
| 3Y | +39.3% | +20.8% | +18.5% | +24.8% |
| 5Y | +43.3% | +30.0% | +13.3% | +22.8% |
| 10Y | +278.6% | +238.4% | +40.2% | +114.9% |
| All | +498.1% | +1,447.3% | -949.3% | +88.3% |
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