+173.5%
WEC vs LDOS
+248.5%
-74.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | -0.2% | -7.2% | +7.0% | +1.5% |
| 30D | +12.3% | +16.8% | -4.5% | +8.2% |
| 3M | +8.3% | -1.6% | +9.8% | +8.4% |
| 6M | +3.5% | -1.0% | +4.4% | +3.0% |
| YTD | +12.7% | -25.8% | +38.5% | +19.4% |
| 1Y | +8.2% | -31.1% | +39.3% | +16.7% |
| 3Y | +55.9% | +32.8% | +23.1% | +35.9% |
| 5Y | +51.2% | +49.4% | +1.9% | +25.2% |
| All | +173.5% | +248.5% | -74.9% | +124.0% |
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