+209.7%
WELL vs LDOS
+39.7%
+170.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -0.8% | -5.4% | +4.6% | -0.4% |
| 30D | -0.1% | +4.9% | -5.0% | -0.6% |
| 3M | +18.0% | +7.2% | +10.8% | +17.1% |
| 6M | +15.0% | -24.2% | +39.2% | +17.9% |
| YTD | +28.6% | -25.8% | +54.4% | +31.5% |
| 1Y | +42.9% | -24.7% | +67.6% | +45.5% |
| All | +209.7% | +39.7% | +170.0% | +161.4% |
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