+236.4%
LDOS vs WING
+686.1%
-449.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -2.3% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +10.1% | +32.3% | -22.2% | +6.6% |
| 3M | -4.7% | +50.2% | -54.8% | -9.3% |
| 6M | +5.6% | +31.7% | -26.1% | +1.2% |
| YTD | -25.1% | -29.6% | +4.5% | -23.4% |
| 1Y | -31.7% | -29.7% | -2.0% | -30.2% |
| 3Y | +33.7% | -19.8% | +53.5% | +28.7% |
| 5Y | +54.4% | +3.1% | +51.3% | +38.8% |
| 10Y | +236.4% | +682.9% | -446.5% | +109.2% |
| All | +236.4% | +686.1% | -449.7% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling