+221.4%
LDOS vs WWD
+439.4%
-217.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.6% | +4.0% | -5.6% | -2.8% |
| 30D | +8.2% | +0.4% | +7.8% | +7.5% |
| 3M | -8.2% | -7.9% | -0.3% | -6.3% |
| 6M | +5.8% | -10.6% | +16.5% | +8.1% |
| YTD | -27.0% | +9.4% | -36.4% | -31.3% |
| 1Y | -31.0% | +25.7% | -56.7% | -38.3% |
| 3Y | +29.3% | +148.5% | -119.3% | -11.4% |
| 5Y | +48.7% | +189.5% | -140.8% | -6.3% |
| All | +221.4% | +439.4% | -217.9% | +55.9% |
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