+249.4%
LDOS vs WTW
+222.3%
+27.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.4% |
| 7D | +1.9% | +1.6% | +0.3% | +1.2% |
| 30D | +12.8% | +12.4% | +0.4% | +7.6% |
| 3M | -1.0% | -2.6% | +1.6% | -0.2% |
| 6M | +6.2% | +30.8% | -24.6% | -5.3% |
| YTD | -23.2% | +2.3% | -25.6% | -25.2% |
| 1Y | -29.5% | +4.9% | -34.3% | -32.0% |
| 3Y | +37.1% | +43.9% | -6.8% | +13.6% |
| 5Y | +55.6% | +53.8% | +1.8% | +22.8% |
| 10Y | +249.4% | +212.8% | +36.6% | +93.8% |
| All | +249.4% | +222.3% | +27.2% | +93.8% |
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