+194.8%
WAB vs LDOS
+52.7%
+142.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -2.5% | -3.7% | +1.2% | -1.7% |
| 30D | -4.4% | +16.4% | -20.7% | -8.4% |
| 3M | -5.9% | +7.4% | -13.3% | -8.3% |
| 6M | +5.9% | -0.3% | +6.3% | +5.3% |
| YTD | +30.9% | -24.0% | +54.9% | +39.7% |
| 1Y | +35.8% | -29.6% | +65.4% | +49.0% |
| 3Y | +154.0% | +35.1% | +118.9% | +106.1% |
| All | +194.8% | +52.7% | +142.1% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling