+4.3%
LDOS vs WETO
-99.4%
+103.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 6M | -24.2% | -94.2% | +70.0% | -26.9% |
| YTD | -25.8% | -97.0% | +71.2% | -28.0% |
| 1Y | -24.7% | -98.9% | +74.2% | -26.8% |
| All | +4.3% | -99.4% | +103.7% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling