+1,900.7%
WAB vs LDOS
+494.7%
+1,406.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -3.2% | -5.4% | +2.2% | -0.9% |
| 30D | -4.4% | +4.9% | -9.3% | -6.7% |
| 3M | +7.9% | +7.2% | +0.7% | +3.5% |
| 6M | +8.7% | -24.2% | +33.0% | +20.9% |
| YTD | +33.0% | -25.8% | +58.8% | +47.2% |
| 1Y | +46.7% | -24.7% | +71.4% | +60.9% |
| 3Y | +153.0% | +39.3% | +113.7% | +101.6% |
| 5Y | +222.3% | +43.3% | +179.0% | +148.6% |
| 10Y | +291.0% | +278.6% | +12.4% | +85.5% |
| All | +1,900.7% | +494.7% | +1,406.0% | +605.2% |
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 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