+498.1%
LDOS vs WY
+90.8%
+407.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -5.4% | -1.7% | -3.7% | -4.9% |
| 30D | +4.9% | -10.1% | +15.0% | +8.2% |
| 3M | +7.2% | -5.1% | +12.3% | +8.6% |
| 6M | -24.2% | -4.8% | -19.5% | -23.5% |
| YTD | -25.8% | -0.2% | -25.6% | -26.4% |
| 1Y | -24.7% | -6.6% | -18.1% | -23.9% |
| 3Y | +39.3% | -22.7% | +62.0% | +46.3% |
| 5Y | +43.3% | -22.2% | +65.5% | +47.5% |
| 10Y | +278.6% | +7.3% | +271.3% | +229.0% |
| All | +498.1% | +90.8% | +407.2% | +362.1% |
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