+252.0%
LDOS vs WY
+6.7%
+245.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | -5.8% | -0.8% | -5.1% | -5.6% |
| 30D | +11.6% | +10.6% | +0.9% | +7.9% |
| 3M | -1.0% | -16.6% | +15.6% | +4.8% |
| 6M | +5.1% | -8.6% | +13.6% | +7.6% |
| YTD | -24.0% | -8.4% | -15.6% | -22.8% |
| 1Y | -30.3% | -5.1% | -25.2% | -30.0% |
| 3Y | +37.0% | -21.9% | +58.9% | +43.4% |
| 5Y | +53.4% | -31.3% | +84.7% | +64.7% |
| 10Y | +252.0% | +3.6% | +248.4% | +201.4% |
| All | +252.0% | +6.7% | +245.2% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling