-18.6%
WBD vs LDOS
+121.3%
-139.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +3.1% | +2.0% | +1.1% | +2.3% |
| 30D | +34.4% | +4.7% | +29.7% | +32.1% |
| 3M | +110.6% | +11.8% | +98.8% | +102.6% |
| 6M | +153.4% | +27.1% | +126.3% | +132.3% |
| YTD | +117.4% | +37.7% | +79.7% | +92.7% |
| 1Y | +150.3% | +0.3% | +150.1% | +141.4% |
| 3Y | +112.8% | +90.6% | +22.2% | +54.5% |
| All | -18.6% | +121.3% | -139.9% | -45.5% |
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 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