+45.2%
LDOS vs WWD
+198.3%
-153.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.3% |
| 7D | -5.4% | +1.3% | -6.7% | -5.7% |
| 30D | +4.9% | -7.2% | +12.1% | +6.5% |
| 3M | +7.2% | -3.8% | +11.0% | +7.5% |
| 6M | -24.2% | -9.9% | -14.3% | -23.3% |
| YTD | -25.8% | +14.8% | -40.6% | -29.6% |
| 1Y | -24.7% | +42.1% | -66.8% | -32.7% |
| 3Y | +39.3% | +170.8% | -131.5% | +3.6% |
| All | +45.2% | +198.3% | -153.0% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling