+41.3%
LDOS vs WSM
+233.0%
-191.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -5.4% | -3.3% | -2.1% | -5.0% |
| 30D | +4.9% | -8.4% | +13.3% | +6.1% |
| 3M | +7.2% | +9.7% | -2.5% | +5.8% |
| 6M | -24.2% | +16.7% | -40.9% | -25.9% |
| YTD | -25.8% | +28.7% | -54.5% | -28.3% |
| 1Y | -24.7% | +13.7% | -38.4% | -26.2% |
| All | +41.3% | +233.0% | -191.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling