+59.2%
WEC vs LDOS
+35.4%
+23.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.2% | -3.7% | +6.9% | +3.5% |
| 30D | +14.7% | +16.4% | -1.7% | +13.4% |
| 3M | +10.2% | +7.4% | +2.8% | +9.6% |
| 6M | +4.5% | -0.3% | +4.8% | +4.3% |
| YTD | +15.1% | -24.0% | +39.1% | +16.8% |
| 1Y | +9.4% | -29.6% | +39.0% | +11.8% |
| All | +59.2% | +35.4% | +23.8% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling