+52.9%
LDOS vs WWD
+170.7%
-117.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.3% |
| 7D | -3.7% | -2.6% | -1.1% | -3.4% |
| 30D | +16.4% | -7.7% | +24.1% | +18.0% |
| 3M | +7.4% | -17.7% | +25.1% | +11.5% |
| 6M | -0.3% | -15.9% | +15.6% | +2.4% |
| YTD | -24.0% | +1.8% | -25.8% | -26.3% |
| 1Y | -29.6% | +17.4% | -47.0% | -34.4% |
| 3Y | +35.1% | +137.1% | -102.0% | +3.2% |
| 5Y | +52.9% | +162.4% | -109.5% | +12.6% |
| All | +52.9% | +170.7% | -117.8% | +12.6% |
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