+38.3%
LDOS vs WYNN
-2.3%
+40.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -4.2% | -1.4% | -2.8% | -4.1% |
| 30D | -7.9% | -11.8% | +3.9% | -7.0% |
| 3M | +4.1% | -15.8% | +19.9% | +5.5% |
| 6M | -28.2% | -10.7% | -17.5% | -27.6% |
| YTD | -28.5% | -24.5% | -4.1% | -27.1% |
| 1Y | -27.7% | -25.0% | -2.6% | -26.4% |
| All | +38.3% | -2.3% | +40.6% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling