+498.1%
LDOS vs WYNN
+138.8%
+359.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | -3.9% | -1.5% | -4.9% |
| 30D | +4.9% | -9.3% | +14.2% | +6.3% |
| 3M | +7.2% | -11.4% | +18.6% | +8.9% |
| 6M | -24.2% | -11.0% | -13.3% | -23.2% |
| YTD | -25.8% | -23.4% | -2.4% | -23.3% |
| 1Y | -24.7% | -24.8% | +0.1% | -22.2% |
| 3Y | +39.3% | -7.1% | +46.4% | +37.2% |
| 5Y | +43.3% | -5.4% | +48.7% | +36.5% |
| 10Y | +278.6% | +11.5% | +267.1% | +227.6% |
| All | +498.1% | +138.8% | +359.3% | +351.3% |
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 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