+421.0%
WELL vs LDOS
+248.5%
+172.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.6% |
| 7D | +4.4% | -7.2% | +11.6% | +7.0% |
| 30D | +10.8% | +16.8% | -6.0% | +4.7% |
| 3M | +4.2% | -1.6% | +5.8% | +4.2% |
| 6M | +14.0% | -1.0% | +15.0% | +12.9% |
| YTD | +33.4% | -25.8% | +59.2% | +44.8% |
| 1Y | +32.4% | -31.1% | +63.5% | +48.0% |
| 3Y | +194.7% | +32.8% | +161.9% | +135.8% |
| 5Y | +226.5% | +49.4% | +177.1% | +140.2% |
| All | +421.0% | +248.5% | +172.6% | +255.9% |
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 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