+260.0%
LDOS vs WTW
+192.5%
+67.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -1.7% |
| 7D | -7.1% | -2.7% | -4.4% | -6.1% |
| 30D | -6.1% | -5.6% | -0.4% | -4.0% |
| 3M | +5.6% | +26.5% | -20.9% | -4.4% |
| 6M | -26.9% | +8.1% | -35.1% | -30.0% |
| YTD | -27.9% | -0.3% | -27.6% | -29.0% |
| 1Y | -26.8% | -0.9% | -25.9% | -27.8% |
| 3Y | +39.6% | +66.6% | -27.0% | +7.9% |
| 5Y | +39.4% | +54.0% | -14.6% | +9.4% |
| 10Y | +260.0% | +198.1% | +61.8% | +101.1% |
| All | +260.0% | +192.5% | +67.5% | +101.1% |
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