+1,869.8%
WAB vs LDOS
+509.1%
+1,360.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -2.5% | -3.7% | +1.2% | -1.1% |
| 30D | -4.4% | +16.4% | -20.7% | -10.8% |
| 3M | -5.9% | +7.4% | -13.3% | -9.7% |
| 6M | +5.9% | -0.3% | +6.3% | +4.1% |
| YTD | +30.9% | -24.0% | +54.9% | +42.5% |
| 1Y | +35.8% | -29.6% | +65.4% | +52.9% |
| 3Y | +154.0% | +35.1% | +118.9% | +104.6% |
| 5Y | +203.9% | +52.9% | +151.0% | +126.3% |
| 10Y | +286.7% | +262.2% | +24.5% | +86.5% |
| All | +1,869.8% | +509.1% | +1,360.7% | +582.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling