-24.7%
LDOS vs WY
-5.4%
-19.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.4% | -2.6% | -2.8% | -5.0% |
| 30D | +4.9% | -10.9% | +15.8% | +6.8% |
| 3M | +7.2% | -6.0% | +13.2% | +7.9% |
| 6M | -24.2% | -5.6% | -18.6% | -23.6% |
| YTD | -25.8% | -1.1% | -24.7% | -27.1% |
| 1Y | -24.7% | -7.5% | -17.2% | -23.5% |
| All | -24.7% | -5.4% | -19.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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