+117.9%
WFC vs LDOS
+241.3%
-123.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +1.1% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | +3.6% | +10.1% | -6.5% | -0.7% |
| 3M | -1.3% | -4.7% | +3.4% | +0.1% |
| 6M | +18.0% | +5.6% | +12.4% | +13.5% |
| YTD | -5.9% | -25.1% | +19.2% | +4.0% |
| 1Y | +1.8% | -31.7% | +33.5% | +17.4% |
| 3Y | +125.0% | +33.7% | +91.3% | +79.2% |
| 5Y | +92.0% | +54.4% | +37.6% | +37.6% |
| 10Y | +117.9% | +236.4% | -118.5% | +18.5% |
| All | +117.9% | +241.3% | -123.4% | +18.5% |
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 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