-31.2%
LDOS vs WING
-23.2%
-8.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.6% |
| 7D | -2.8% | +21.0% | -23.8% | -3.5% |
| 30D | +13.6% | +56.9% | -43.3% | +11.9% |
| 3M | +4.2% | +38.4% | -34.1% | +3.0% |
| 6M | -8.2% | +12.0% | -20.2% | -8.5% |
| YTD | -24.1% | -29.2% | +5.2% | -21.6% |
| 1Y | -31.2% | -28.8% | -2.4% | -29.2% |
| All | -31.2% | -23.2% | -8.0% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling