-31.0%
LDOS vs WSM
+34.6%
-65.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +8.2% | +5.1% | +3.2% | +7.0% |
| 3M | -8.2% | +5.1% | -13.3% | -9.3% |
| 6M | +5.8% | +48.6% | -42.8% | -2.5% |
| YTD | -27.0% | +44.2% | -71.2% | -32.0% |
| 1Y | -31.0% | +38.1% | -69.1% | -35.1% |
| All | -31.0% | +34.6% | -65.6% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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