+480.9%
LDOS vs WYNN
+140.6%
+340.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -7.1% | +1.8% | -8.9% | -7.4% |
| 30D | -6.1% | -9.8% | +3.8% | -4.7% |
| 3M | +5.6% | -11.8% | +17.4% | +7.4% |
| 6M | -26.9% | -8.8% | -18.1% | -26.2% |
| YTD | -27.9% | -22.8% | -5.1% | -25.6% |
| 1Y | -26.8% | -24.1% | -2.7% | -24.5% |
| 3Y | +39.6% | +0.4% | +39.2% | +36.0% |
| 5Y | +39.4% | -8.7% | +48.0% | +33.5% |
| 10Y | +260.0% | +8.3% | +251.6% | +212.6% |
| All | +480.9% | +140.6% | +340.4% | +337.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling