+498.1%
LDOS vs WTW
+399.9%
+98.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.2% |
| 7D | -5.4% | -2.6% | -2.8% | -4.6% |
| 30D | +4.9% | -1.0% | +5.9% | +5.1% |
| 3M | +7.2% | +29.9% | -22.7% | -2.2% |
| 6M | -24.2% | +10.7% | -35.0% | -27.4% |
| YTD | -25.8% | +2.6% | -28.4% | -27.4% |
| 1Y | -24.7% | +2.8% | -27.5% | -26.4% |
| 3Y | +39.3% | +67.3% | -28.0% | +13.9% |
| 5Y | +43.3% | +56.6% | -13.3% | +18.6% |
| 10Y | +278.6% | +204.1% | +74.5% | +149.6% |
| All | +498.1% | +399.9% | +98.1% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling