+503.8%
LDOS vs WYNN
+122.7%
+381.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.1% |
| 7D | -1.3% | +3.6% | -5.0% | -1.9% |
| 30D | +10.1% | +13.9% | -3.8% | +8.0% |
| 3M | -4.7% | -18.3% | +13.7% | -2.1% |
| 6M | +5.6% | -13.6% | +19.2% | +7.5% |
| YTD | -25.1% | -28.5% | +3.4% | -21.9% |
| 1Y | -31.7% | -31.6% | 0.0% | -28.4% |
| 3Y | +33.7% | +3.0% | +30.7% | +29.7% |
| 5Y | +54.4% | -6.3% | +60.6% | +47.3% |
| 10Y | +236.4% | +13.0% | +223.4% | +191.4% |
| All | +503.8% | +122.7% | +381.1% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling