+498.1%
LDOS vs WU
-16.6%
+514.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | +4.9% | -1.1% | +6.0% | +5.0% |
| 3M | +7.2% | -3.9% | +11.0% | +7.2% |
| 6M | -24.2% | -20.7% | -3.6% | -20.5% |
| YTD | -25.8% | -18.4% | -7.4% | -22.8% |
| 1Y | -24.7% | -8.1% | -16.6% | -24.6% |
| 3Y | +39.3% | -24.2% | +63.4% | +44.3% |
| 5Y | +43.3% | -50.4% | +93.8% | +63.9% |
| 10Y | +278.6% | -40.0% | +318.6% | +304.1% |
| All | +498.1% | -16.6% | +514.6% | +445.3% |
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