+252.0%
LDOS vs WTW
+221.1%
+30.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | -5.8% | +0.5% | -6.3% | -6.0% |
| 30D | +11.6% | +10.4% | +1.2% | +7.2% |
| 3M | -1.0% | -4.8% | +3.9% | +0.7% |
| 6M | +5.1% | +28.5% | -23.4% | -5.7% |
| YTD | -24.0% | +0.5% | -24.6% | -25.5% |
| 1Y | -30.3% | +1.6% | -31.9% | -31.9% |
| 3Y | +37.0% | +42.5% | -5.6% | +13.9% |
| 5Y | +53.4% | +49.8% | +3.5% | +22.4% |
| 10Y | +252.0% | +218.4% | +33.6% | +95.1% |
| All | +252.0% | +221.1% | +30.9% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling