+41.3%
LDOS vs WST
-15.6%
+56.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -5.4% | +0.7% | -6.2% | -5.5% |
| 30D | +4.9% | -3.1% | +8.0% | +5.2% |
| 3M | +7.2% | +7.2% | 0.0% | +6.2% |
| 6M | -24.2% | +36.8% | -61.1% | -27.2% |
| YTD | -25.8% | +23.8% | -49.7% | -28.0% |
| 1Y | -24.7% | +37.8% | -62.5% | -27.8% |
| All | +41.3% | -15.6% | +56.9% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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