+498.3%
LDOS vs WY
+73.9%
+424.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.4% |
| 7D | -7.2% | +3.1% | -10.3% | -8.1% |
| 30D | +16.8% | +13.0% | +3.9% | +12.6% |
| 3M | -1.6% | -16.8% | +15.2% | +3.7% |
| 6M | -1.0% | -11.2% | +10.2% | +2.2% |
| YTD | -25.8% | -9.1% | -16.7% | -24.4% |
| 1Y | -31.1% | -4.8% | -26.3% | -30.9% |
| 3Y | +32.8% | -25.3% | +58.1% | +40.7% |
| 5Y | +49.4% | -33.2% | +82.6% | +61.2% |
| 10Y | +253.9% | +6.6% | +247.3% | +208.5% |
| All | +498.3% | +73.9% | +424.4% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling