+256.9%
LDOS vs WYNN
+1.1%
+255.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -3.1% | -4.2% | +1.0% | -2.5% |
| 30D | -8.2% | -14.6% | +6.4% | -5.9% |
| 3M | +5.9% | -18.4% | +24.3% | +9.3% |
| 6M | -25.2% | -11.9% | -13.3% | -24.0% |
| YTD | -28.1% | -26.6% | -1.6% | -24.9% |
| 1Y | -29.7% | -28.5% | -1.1% | -26.5% |
| 3Y | +39.0% | -5.1% | +44.2% | +35.9% |
| 5Y | +41.3% | -10.5% | +51.8% | +34.8% |
| All | +256.9% | +1.1% | +255.8% | +214.3% |
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