+1.5%
LDOS vs WETO
-99.4%
+100.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | +1.1% |
| 7D | -2.1% | -19.9% | +17.8% | -2.2% |
| 30D | -8.0% | -42.7% | +34.6% | -8.4% |
| 3M | +6.8% | -97.7% | +104.6% | +3.6% |
| 6M | -24.5% | -94.4% | +70.0% | -27.1% |
| YTD | -27.8% | -97.0% | +69.2% | -29.9% |
| 1Y | -27.4% | -98.9% | +71.4% | -29.4% |
| All | +1.5% | -99.4% | +100.9% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WETO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling