+129.3%
WFC vs LDOS
+43.9%
+85.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +3.8% | -5.4% | +9.2% | +5.2% |
| 30D | +1.5% | +4.9% | -3.4% | 0.0% |
| 3M | +10.9% | +7.2% | +3.7% | +8.3% |
| 6M | +8.4% | -24.2% | +32.7% | +16.7% |
| YTD | -1.9% | -25.8% | +23.9% | +5.8% |
| 1Y | +12.3% | -24.7% | +37.1% | +20.4% |
| 3Y | +132.3% | +39.3% | +93.0% | +96.1% |
| All | +129.3% | +43.9% | +85.5% | +89.4% |
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 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