+90.7%
WFC vs LDOS
+48.3%
+42.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | +7.0% | +8.2% | -1.2% | +4.7% |
| 3M | -1.8% | -8.2% | +6.4% | +0.1% |
| 6M | +18.4% | +5.8% | +12.6% | +15.6% |
| YTD | -5.6% | -27.0% | +21.4% | +2.0% |
| 1Y | +3.9% | -31.0% | +34.9% | +14.2% |
| 3Y | +126.3% | +29.3% | +97.0% | +94.6% |
| All | +90.7% | +48.3% | +42.4% | +57.1% |
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