+48.1%
WAT vs LDOS
+39.7%
+8.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.3% | -5.4% | +4.1% | -0.1% |
| 30D | +2.3% | +4.9% | -2.5% | +1.1% |
| 3M | +8.7% | +7.2% | +1.6% | +6.8% |
| 6M | +28.3% | -24.2% | +52.6% | +37.5% |
| YTD | +7.8% | -25.8% | +33.6% | +15.2% |
| 1Y | +36.6% | -24.7% | +61.3% | +45.3% |
| All | +48.1% | +39.7% | +8.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling