+0.4%
LDOS vs WETO
-99.4%
+99.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.3% | -0.9% |
| 7D | -4.2% | -38.7% | +34.5% | -4.3% |
| 30D | -7.9% | -51.3% | +43.4% | -8.3% |
| 3M | +4.1% | -97.8% | +101.9% | +1.0% |
| 6M | -28.2% | -94.8% | +66.6% | -30.7% |
| YTD | -28.5% | -97.2% | +68.7% | -30.7% |
| 1Y | -27.7% | -98.9% | +71.3% | -29.7% |
| All | +0.4% | -99.4% | +99.8% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling