+262.1%
LDOS vs WY
+5.8%
+256.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -4.2% | -1.7% | -2.5% | -3.7% |
| 30D | -7.9% | -9.9% | +2.0% | -4.8% |
| 3M | +4.1% | -7.5% | +11.6% | +6.5% |
| 6M | -28.2% | -5.1% | -23.1% | -27.4% |
| YTD | -28.5% | -2.1% | -26.4% | -28.8% |
| 1Y | -27.7% | -7.3% | -20.3% | -26.7% |
| 3Y | +38.4% | -22.6% | +61.0% | +45.9% |
| 5Y | +38.0% | -19.8% | +57.8% | +40.1% |
| 10Y | +262.1% | +9.6% | +252.5% | +197.4% |
| All | +262.1% | +5.8% | +256.3% | +197.4% |
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