+227.0%
WELL vs LDOS
+52.0%
+175.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +5.3% | -3.7% | +9.0% | +5.9% |
| 30D | +8.7% | +16.4% | -7.7% | +5.8% |
| 3M | +3.8% | +7.4% | -3.6% | +2.2% |
| 6M | +15.4% | -0.3% | +15.7% | +14.9% |
| YTD | +33.7% | -24.0% | +57.7% | +39.4% |
| 1Y | +33.6% | -29.6% | +63.2% | +42.0% |
| 3Y | +194.2% | +35.1% | +159.1% | +146.3% |
| 5Y | +227.0% | +52.9% | +174.1% | +158.1% |
| All | +227.0% | +52.0% | +175.1% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling