+229.7%
WAT vs LDOS
+228.4%
+1.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.2% |
| 7D | +2.0% | -3.5% | +5.5% | +3.1% |
| 30D | +7.7% | +9.5% | -1.8% | +4.3% |
| 3M | +11.1% | -6.3% | +17.4% | +12.8% |
| 6M | +31.2% | +2.8% | +28.4% | +28.7% |
| YTD | +21.7% | -26.6% | +48.3% | +32.0% |
| 1Y | +19.3% | -31.3% | +50.6% | +32.5% |
| 3Y | +80.6% | +30.9% | +49.7% | +55.8% |
| 5Y | +29.5% | +49.4% | -19.9% | +4.7% |
| All | +229.7% | +228.4% | +1.3% | +105.4% |
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 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