+179.3%
WEC vs LDOS
+256.7%
-77.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.2% | -3.7% | +6.9% | +4.1% |
| 30D | +14.7% | +16.4% | -1.7% | +10.6% |
| 3M | +10.2% | +7.4% | +2.8% | +8.0% |
| 6M | +4.5% | -0.3% | +4.8% | +3.9% |
| YTD | +15.1% | -24.0% | +39.1% | +21.2% |
| 1Y | +9.4% | -29.6% | +39.0% | +17.5% |
| 3Y | +56.9% | +35.1% | +21.8% | +36.3% |
| 5Y | +54.4% | +52.9% | +1.5% | +27.2% |
| All | +179.3% | +256.7% | -77.4% | +127.5% |
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