+351.3%
WBD vs LDOS
+435.7%
-84.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -12.3% | +26.0% | +18.2% |
| 7D | +13.7% | -12.3% | +26.0% | +18.2% |
| 30D | +13.7% | -12.3% | +26.0% | +18.2% |
| 3M | +13.7% | -12.3% | +26.0% | +18.2% |
| 6M | +13.3% | -24.3% | +37.6% | +24.1% |
| YTD | +7.4% | -33.2% | +40.6% | +22.0% |
| 1Y | +63.0% | -38.2% | +101.2% | +90.7% |
| 3Y | +206.7% | +36.6% | +170.2% | +154.0% |
| 5Y | +18.4% | +32.1% | -13.7% | -2.3% |
| 10Y | +11.8% | +230.6% | -218.8% | -38.0% |
| All | +351.3% | +435.7% | -84.4% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling