+249.4%
LDOS vs WY
0.0%
+249.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.9% |
| 7D | +1.9% | +0.2% | +1.7% | +1.7% |
| 30D | +12.8% | +8.0% | +4.8% | +9.9% |
| 3M | -1.0% | -17.7% | +16.7% | +5.2% |
| 6M | +6.2% | -10.8% | +17.0% | +9.6% |
| YTD | -23.2% | -10.6% | -12.6% | -21.3% |
| 1Y | -29.5% | -5.7% | -23.8% | -29.1% |
| 3Y | +37.1% | -24.8% | +61.8% | +45.3% |
| 5Y | +55.6% | -31.7% | +87.3% | +67.3% |
| 10Y | +249.4% | +2.9% | +246.5% | +198.6% |
| All | +249.4% | 0.0% | +249.4% | +198.6% |
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