+12.7%
WBD vs LDOS
+274.0%
-261.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -1.8% | -5.4% | +3.6% | +0.1% |
| 30D | +8.8% | +4.9% | +3.9% | +6.8% |
| 3M | +4.6% | +7.2% | -2.6% | +1.3% |
| 6M | +1.1% | -24.2% | +25.3% | +10.6% |
| YTD | -2.0% | -25.8% | +23.8% | +7.0% |
| 1Y | +140.0% | -24.7% | +164.7% | +160.4% |
| 3Y | +144.4% | +39.3% | +105.1% | +98.4% |
| 5Y | -0.2% | +43.3% | -43.5% | -21.6% |
| All | +12.7% | +274.0% | -261.3% | -37.5% |
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