+787.4%
WEC vs LDOS
+494.7%
+292.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -0.3% | -5.4% | +5.1% | +0.9% |
| 30D | -1.3% | +4.9% | -6.2% | -2.5% |
| 3M | -3.9% | +7.2% | -11.1% | -5.8% |
| 6M | -8.3% | -24.2% | +15.9% | -3.2% |
| YTD | +3.1% | -25.8% | +28.9% | +8.8% |
| 1Y | +1.9% | -24.7% | +26.7% | +7.0% |
| 3Y | +41.9% | +39.3% | +2.6% | +26.2% |
| 5Y | +30.8% | +43.3% | -12.5% | +14.2% |
| 10Y | +141.9% | +278.6% | -136.6% | +69.5% |
| All | +787.4% | +494.7% | +292.6% | +436.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling