+47.6%
LDOS vs WSM
+168.7%
-121.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.1% |
| 7D | -7.2% | +0.5% | -7.7% | -7.3% |
| 30D | +16.8% | +6.0% | +10.9% | +16.0% |
| 3M | -1.6% | +3.2% | -4.8% | -2.1% |
| 6M | -1.0% | +37.1% | -38.1% | -4.8% |
| YTD | -25.8% | +44.2% | -70.0% | -29.1% |
| 1Y | -31.1% | +34.2% | -65.3% | -33.7% |
| 3Y | +32.8% | +249.3% | -216.5% | +13.9% |
| All | +47.6% | +168.7% | -121.1% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling