+2,380.2%
WDC vs LDOS
+509.1%
+1,871.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.1% | -17.5% | -17.4% |
| 7D | -32.3% | -3.7% | -28.6% | -31.4% |
| 30D | -34.9% | +16.4% | -51.3% | -39.5% |
| 3M | -48.4% | +7.4% | -55.8% | -50.8% |
| 6M | -42.4% | -0.3% | -42.1% | -44.4% |
| YTD | +55.5% | -24.0% | +79.5% | +67.7% |
| 1Y | +67.5% | -29.6% | +97.0% | +87.6% |
| 3Y | +727.3% | +35.1% | +692.2% | +538.8% |
| 5Y | +533.3% | +52.9% | +480.4% | +342.7% |
| 10Y | +627.0% | +262.2% | +364.7% | +223.1% |
| All | +2,380.2% | +509.1% | +1,871.1% | +679.2% |
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