-31.2%
LDOS vs WTW
+8.6%
-39.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | 0.0% |
| 7D | -2.8% | +4.9% | -7.7% | -4.0% |
| 30D | +13.6% | +17.1% | -3.5% | +9.4% |
| 3M | +4.2% | -0.3% | +4.6% | +3.7% |
| 6M | -8.2% | +30.7% | -38.9% | -14.0% |
| YTD | -24.1% | +3.7% | -27.8% | -26.6% |
| 1Y | -31.2% | +5.9% | -37.1% | -34.1% |
| All | -31.2% | +8.6% | -39.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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