-31.3%
LDOS vs WYNN
-33.8%
+2.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.8% |
| 7D | -3.5% | +4.7% | -8.1% | -3.9% |
| 30D | +9.5% | +9.7% | -0.1% | +8.3% |
| 3M | -6.3% | -19.2% | +12.9% | -4.7% |
| 6M | +2.8% | -14.2% | +17.0% | +4.1% |
| YTD | -26.6% | -30.5% | +3.9% | -25.0% |
| 1Y | -31.3% | -33.0% | +1.7% | -29.7% |
| All | -31.3% | -33.8% | +2.5% | -29.7% |
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