+30.8%
WAT vs LDOS
+49.1%
-18.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.5% |
| 7D | -1.1% | -7.2% | +6.1% | +0.5% |
| 30D | +5.0% | +16.8% | -11.9% | +0.7% |
| 3M | +14.5% | -1.6% | +16.1% | +14.5% |
| 6M | +30.9% | -1.0% | +31.9% | +30.3% |
| YTD | +20.5% | -25.8% | +46.2% | +28.7% |
| 1Y | +23.3% | -31.1% | +54.4% | +34.9% |
| 3Y | +81.5% | +32.8% | +48.7% | +59.2% |
| All | +30.8% | +49.1% | -18.4% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling