+61.5%
WDC vs LDOS
-31.2%
+92.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -2.2% |
| 7D | -28.0% | -7.2% | -20.7% | -29.6% |
| 30D | -34.9% | +16.8% | -51.8% | -31.5% |
| 3M | -41.6% | -1.6% | -40.0% | -41.9% |
| 6M | -45.4% | -1.0% | -44.4% | -40.2% |
| YTD | +53.3% | -25.8% | +79.1% | +66.6% |
| 1Y | +61.5% | -31.1% | +92.6% | +85.5% |
| All | +61.5% | -31.2% | +92.7% | +85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling