+142.9%
WFC vs LDOS
+248.5%
-105.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | +1.2% | -7.2% | +8.4% | +4.3% |
| 30D | +5.2% | +16.8% | -11.6% | -1.7% |
| 3M | -3.0% | -1.6% | -1.5% | -3.0% |
| 6M | +6.2% | -1.0% | +7.2% | +5.1% |
| YTD | -7.9% | -25.8% | +17.9% | +2.2% |
| 1Y | +0.3% | -31.1% | +31.4% | +15.2% |
| 3Y | +117.7% | +32.8% | +84.9% | +73.5% |
| 5Y | +88.4% | +49.4% | +39.0% | +37.0% |
| All | +142.9% | +248.5% | -105.6% | +16.9% |
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