-31.2%
LDOS vs WYNN
-32.5%
+1.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.3% | +0.1% |
| 7D | -2.8% | +15.4% | -18.2% | -4.3% |
| 30D | +13.6% | +6.8% | +6.8% | +12.6% |
| 3M | +4.2% | -15.4% | +19.6% | +5.3% |
| 6M | -8.2% | -20.0% | +11.8% | -6.7% |
| YTD | -24.1% | -31.0% | +6.9% | -22.6% |
| 1Y | -31.2% | -31.5% | +0.3% | -30.6% |
| All | -31.2% | -32.5% | +1.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling