+583.6%
WDC vs LDOS
+248.5%
+335.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | -28.0% | -7.2% | -20.7% | -26.1% |
| 30D | -34.9% | +16.8% | -51.8% | -39.0% |
| 3M | -41.6% | -1.6% | -40.0% | -41.7% |
| 6M | -45.4% | -1.0% | -44.4% | -46.5% |
| YTD | +53.3% | -25.8% | +79.1% | +67.9% |
| 1Y | +61.5% | -31.1% | +92.6% | +83.7% |
| 3Y | +712.3% | +32.8% | +679.6% | +522.2% |
| 5Y | +524.2% | +49.4% | +474.8% | +328.8% |
| All | +583.6% | +248.5% | +335.1% | +207.5% |
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