+197.9%
WEC vs LDOS
+226.9%
-29.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | +11.1% | +8.2% | +2.8% | +8.9% |
| 3M | +8.4% | -8.2% | +16.6% | +10.3% |
| 6M | +7.5% | +5.8% | +1.7% | +5.3% |
| YTD | +15.3% | -27.0% | +42.3% | +22.7% |
| 1Y | +9.7% | -31.0% | +40.7% | +18.4% |
| 3Y | +64.7% | +29.3% | +35.4% | +44.2% |
| 5Y | +57.3% | +48.7% | +8.5% | +29.8% |
| All | +197.9% | +226.9% | -29.0% | +122.8% |
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