+26.6%
WAT vs LDOS
-30.4%
+57.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +4.0% |
| 7D | +6.0% | -5.8% | +11.9% | +6.4% |
| 30D | +9.9% | +11.6% | -1.7% | +8.7% |
| 3M | +17.2% | -1.0% | +18.2% | +17.1% |
| 6M | +34.2% | +5.1% | +29.2% | +32.8% |
| YTD | +25.5% | -24.0% | +49.5% | +23.8% |
| All | +26.6% | -30.4% | +57.0% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling