-31.2%
LDOS vs WWD
+27.2%
-58.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | -2.8% | +7.3% | -10.1% | -3.4% |
| 30D | +13.6% | -2.0% | +15.6% | +13.8% |
| 3M | +4.2% | -12.6% | +16.8% | +5.5% |
| 6M | -8.2% | -8.4% | +0.2% | -8.1% |
| YTD | -24.1% | +8.2% | -32.3% | -27.7% |
| 1Y | -31.2% | +26.5% | -57.7% | -36.3% |
| All | -31.2% | +27.2% | -58.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling