-31.0%
LDOS vs WWD
+21.4%
-52.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -1.6% | +4.0% | -5.6% | -1.9% |
| 30D | +8.2% | +0.4% | +7.8% | +8.2% |
| 3M | -8.2% | -7.9% | -0.3% | -7.4% |
| 6M | +5.8% | -10.6% | +16.5% | +6.5% |
| YTD | -27.0% | +9.4% | -36.4% | -30.8% |
| 1Y | -31.0% | +25.7% | -56.7% | -36.8% |
| All | -31.0% | +21.4% | -52.4% | -36.8% |
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