+222.8%
LDOS vs WYNN
+10.5%
+212.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.6% |
| 7D | -3.5% | +4.7% | -8.1% | -4.2% |
| 30D | +9.5% | +9.7% | -0.1% | +7.7% |
| 3M | -6.3% | -19.2% | +12.9% | -3.2% |
| 6M | +2.8% | -14.2% | +17.0% | +5.1% |
| YTD | -26.6% | -30.5% | +3.9% | -22.7% |
| 1Y | -31.3% | -33.0% | +1.7% | -27.2% |
| 3Y | +30.9% | +0.1% | +30.8% | +26.6% |
| 5Y | +49.4% | -8.4% | +57.8% | +41.6% |
| All | +222.8% | +10.5% | +212.3% | +169.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling