+891.1%
WEC vs LDOS
+509.1%
+382.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.2% | -3.7% | +6.9% | +4.0% |
| 30D | +14.7% | +16.4% | -1.7% | +10.8% |
| 3M | +10.2% | +7.4% | +2.8% | +8.2% |
| 6M | +4.5% | -0.3% | +4.8% | +3.8% |
| YTD | +15.1% | -24.0% | +39.1% | +20.6% |
| 1Y | +9.4% | -29.6% | +39.0% | +16.6% |
| 3Y | +56.9% | +35.1% | +21.8% | +40.6% |
| 5Y | +54.4% | +52.9% | +1.5% | +32.7% |
| 10Y | +183.5% | +262.2% | -78.7% | +100.1% |
| All | +891.1% | +509.1% | +382.0% | +495.1% |
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