+430.4%
LDOS vs WING
+667.7%
-237.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -3.7% | +14.0% | -17.7% | -5.2% |
| 30D | +16.4% | +47.7% | -31.3% | +11.0% |
| 3M | +7.4% | +34.2% | -26.8% | +3.2% |
| 6M | -0.3% | +13.6% | -13.9% | -2.9% |
| YTD | -24.0% | -30.0% | +6.0% | -22.1% |
| 1Y | -29.6% | -33.9% | +4.4% | -27.4% |
| 3Y | +35.1% | -18.7% | +53.8% | +29.7% |
| 5Y | +52.9% | +5.5% | +47.4% | +36.3% |
| 10Y | +262.2% | +696.2% | -434.0% | +113.5% |
| All | +430.4% | +667.7% | -237.3% | +201.4% |
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