+5.8%
LDOS vs WETO
-98.8%
+104.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.5% |
| 7D | -1.6% | -39.7% | +38.1% | -1.8% |
| 30D | +8.2% | -26.7% | +35.0% | +8.2% |
| 3M | -8.2% | -83.1% | +75.0% | -8.6% |
| 6M | +5.8% | -98.8% | +104.6% | -2.1% |
| All | +5.8% | -98.8% | +104.7% | -2.1% |
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