+222.8%
LDOS vs WWD
+442.7%
-219.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | -3.5% | +8.2% | -11.6% | -5.9% |
| 30D | +9.5% | -0.2% | +9.7% | +9.0% |
| 3M | -6.3% | -8.4% | +2.1% | -4.3% |
| 6M | +2.8% | -9.5% | +12.3% | +4.5% |
| YTD | -26.6% | +10.1% | -36.7% | -31.1% |
| 1Y | -31.3% | +21.6% | -52.9% | -37.9% |
| 3Y | +30.9% | +149.6% | -118.6% | -10.3% |
| 5Y | +49.4% | +191.3% | -141.9% | -6.1% |
| All | +222.8% | +442.7% | -219.9% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling