+418.0%
LDOS vs WING
+405.9%
+12.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -5.4% | -3.9% | -1.6% | -5.0% |
| 30D | +4.9% | -11.6% | +16.5% | +6.1% |
| 3M | +7.2% | -24.2% | +31.4% | +10.0% |
| 6M | -24.2% | -54.1% | +29.8% | -17.7% |
| YTD | -25.8% | -53.9% | +28.1% | -19.9% |
| 1Y | -24.7% | -64.4% | +39.6% | -16.4% |
| 3Y | +39.3% | -30.2% | +69.5% | +35.2% |
| 5Y | +43.3% | -34.1% | +77.4% | +35.6% |
| 10Y | +278.6% | +342.1% | -63.6% | +142.3% |
| All | +418.0% | +405.9% | +12.1% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling