-25.4%
LDOS vs WETO
-94.4%
+69.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -20.8% | +21.3% | +0.5% |
| 7D | -5.4% | -55.4% | +50.0% | -5.6% |
| 30D | +4.9% | -48.5% | +53.4% | +4.5% |
| 3M | +7.2% | -97.5% | +104.7% | +1.5% |
| All | -25.4% | -94.4% | +69.0% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling