-31.7%
LDOS vs WWD
+25.8%
-57.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.5% |
| 7D | -1.3% | +3.7% | -5.1% | -1.6% |
| 30D | +10.1% | +1.8% | +8.3% | +10.0% |
| 3M | -4.7% | -5.0% | +0.3% | -4.1% |
| 6M | +5.6% | -8.4% | +14.0% | +6.0% |
| YTD | -25.1% | +12.3% | -37.4% | -29.0% |
| 1Y | -31.7% | +26.2% | -57.9% | -36.9% |
| All | -31.7% | +25.8% | -57.4% | -36.9% |
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 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