+52.9%
LDOS vs WU
-40.6%
+93.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.9% |
| 7D | -3.7% | +13.0% | -16.7% | -5.6% |
| 30D | +16.4% | +14.3% | +2.1% | +13.8% |
| 3M | +7.4% | +0.1% | +7.3% | +7.1% |
| 6M | -0.3% | -17.7% | +17.4% | +1.7% |
| YTD | -24.0% | -17.3% | -6.7% | -22.6% |
| 1Y | -29.6% | -11.1% | -18.5% | -29.2% |
| 3Y | +35.1% | -19.8% | +54.9% | +36.5% |
| 5Y | +52.9% | -40.5% | +93.4% | +56.7% |
| All | +52.9% | -40.6% | +93.5% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling