+512.4%
LDOS vs WU
-15.5%
+528.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -1.6% |
| 7D | -3.7% | +13.0% | -16.7% | -6.9% |
| 30D | +16.4% | +14.3% | +2.1% | +12.2% |
| 3M | +7.4% | +0.1% | +7.3% | +7.0% |
| 6M | -0.3% | -17.7% | +17.4% | +3.7% |
| YTD | -24.0% | -17.3% | -6.7% | -21.3% |
| 1Y | -29.6% | -11.1% | -18.5% | -28.6% |
| 3Y | +35.1% | -19.8% | +54.9% | +38.0% |
| 5Y | +52.9% | -40.5% | +93.4% | +65.7% |
| 10Y | +262.2% | -33.7% | +295.9% | +276.5% |
| All | +512.4% | -15.5% | +528.0% | +455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling