+289.4%
WAB vs LDOS
+278.0%
+11.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -3.2% | -5.4% | +2.2% | -1.1% |
| 30D | -4.4% | +4.9% | -9.3% | -6.6% |
| 3M | +7.9% | +7.2% | +0.7% | +3.9% |
| 6M | +8.7% | -24.2% | +33.0% | +20.5% |
| YTD | +33.0% | -25.8% | +58.8% | +46.8% |
| 1Y | +46.7% | -24.7% | +71.4% | +60.5% |
| 3Y | +153.0% | +39.3% | +113.7% | +98.7% |
| 5Y | +222.3% | +43.3% | +179.0% | +144.1% |
| All | +289.4% | +278.0% | +11.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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