+252.0%
LDOS vs WU
-36.4%
+288.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | -5.8% | +9.1% | -14.9% | -8.2% |
| 30D | +11.6% | +12.1% | -0.5% | +7.8% |
| 3M | -1.0% | +0.3% | -1.3% | -1.4% |
| 6M | +5.1% | -19.1% | +24.2% | +10.2% |
| YTD | -24.0% | -19.2% | -4.8% | -20.6% |
| 1Y | -30.3% | -15.3% | -15.0% | -28.3% |
| 3Y | +37.0% | -21.3% | +58.3% | +40.4% |
| 5Y | +53.4% | -41.7% | +95.0% | +69.3% |
| 10Y | +252.0% | -36.0% | +287.9% | +266.4% |
| All | +252.0% | -36.4% | +288.4% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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