-10.9%
WBD vs LDOS
+406.5%
-417.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.6% |
| 7D | +6.7% | +3.7% | +3.0% | +5.1% |
| 30D | +19.3% | -1.5% | +20.8% | +20.0% |
| 3M | +78.9% | +13.0% | +65.9% | +70.6% |
| 6M | +171.9% | +32.5% | +139.4% | +142.3% |
| YTD | +115.3% | +36.5% | +78.8% | +89.6% |
| 1Y | +177.2% | +3.7% | +173.5% | +168.3% |
| 3Y | +118.2% | +91.5% | +26.7% | +59.8% |
| 5Y | +6.2% | +128.0% | -121.8% | -29.4% |
| All | -10.9% | +406.5% | -417.4% | -52.4% |
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