+234.8%
WAT vs LDOS
+262.7%
-27.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.4% |
| 7D | +6.0% | -5.8% | +11.9% | +7.9% |
| 30D | +9.9% | +11.6% | -1.7% | +5.9% |
| 3M | +17.2% | -1.0% | +18.2% | +16.9% |
| 6M | +34.2% | +5.1% | +29.2% | +30.8% |
| YTD | +25.5% | -24.0% | +49.5% | +34.6% |
| 1Y | +28.3% | -30.3% | +58.5% | +41.8% |
| 3Y | +88.4% | +37.0% | +51.4% | +60.3% |
| 5Y | +36.1% | +53.4% | -17.2% | +9.3% |
| 10Y | +234.8% | +252.0% | -17.1% | +97.4% |
| All | +234.8% | +262.7% | -27.9% | +97.4% |
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