+32.8%
LDOS vs WU
-21.7%
+54.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.0% |
| 7D | -7.2% | +11.7% | -18.9% | -8.8% |
| 30D | +16.8% | +12.6% | +4.2% | +14.7% |
| 3M | -1.6% | -0.5% | -1.1% | -1.8% |
| 6M | -1.0% | -18.2% | +17.2% | +0.6% |
| YTD | -25.8% | -19.0% | -6.8% | -24.5% |
| 1Y | -31.1% | -16.7% | -14.4% | -30.3% |
| 3Y | +32.8% | -21.0% | +53.8% | +33.8% |
| All | +32.8% | -21.7% | +54.5% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling