+32.1%
WAT vs LDOS
+52.0%
-19.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -5.6% | -3.7% | -1.9% | -4.9% |
| 30D | +3.8% | +16.4% | -12.6% | -0.3% |
| 3M | +13.3% | +7.4% | +5.9% | +10.7% |
| 6M | +32.2% | -0.3% | +32.5% | +31.5% |
| YTD | +19.3% | -24.0% | +43.3% | +26.8% |
| 1Y | +21.8% | -29.6% | +51.4% | +32.6% |
| 3Y | +73.9% | +35.1% | +38.8% | +51.9% |
| 5Y | +32.1% | +52.9% | -20.8% | +15.1% |
| All | +32.1% | +52.0% | -19.9% | +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