+584.9%
WDC vs LDOS
+51.2%
+533.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.5% | +9.7% |
| 7D | -14.4% | -5.8% | -8.6% | -14.1% |
| 30D | -27.1% | +11.6% | -38.6% | -27.8% |
| 3M | -33.3% | -1.0% | -32.3% | -33.4% |
| 6M | -39.6% | +5.1% | -44.6% | -39.5% |
| YTD | +68.4% | -24.0% | +92.4% | +80.1% |
| 1Y | +78.2% | -30.3% | +108.4% | +95.1% |
| 3Y | +772.0% | +37.0% | +735.1% | +664.4% |
| 5Y | +584.9% | +53.4% | +531.5% | +459.5% |
| All | +584.9% | +51.2% | +533.7% | +459.5% |
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