+55.9%
WEC vs LDOS
+32.3%
+23.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.9% |
| 7D | -0.2% | -7.2% | +7.0% | +0.4% |
| 30D | +12.3% | +16.8% | -4.5% | +11.1% |
| 3M | +8.3% | -1.6% | +9.8% | +8.3% |
| 6M | +3.5% | -1.0% | +4.4% | +3.3% |
| YTD | +12.7% | -25.8% | +38.5% | +14.6% |
| 1Y | +8.2% | -31.1% | +39.3% | +10.8% |
| 3Y | +55.9% | +32.8% | +23.1% | +32.9% |
| All | +55.9% | +32.3% | +23.6% | +32.9% |
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