+310.9%
WFC vs LDOS
+508.5%
-197.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +4.5% | -2.8% | +7.3% | +5.6% |
| 30D | +7.4% | +13.6% | -6.2% | +1.4% |
| 3M | -0.5% | +4.2% | -4.7% | -3.1% |
| 6M | +11.7% | -8.2% | +19.9% | +13.9% |
| YTD | -4.6% | -24.1% | +19.4% | +4.6% |
| 1Y | +2.5% | -31.2% | +33.8% | +17.5% |
| 3Y | +123.9% | +35.0% | +88.9% | +81.9% |
| 5Y | +94.3% | +52.6% | +41.7% | +45.5% |
| 10Y | +156.0% | +261.9% | -105.8% | +27.9% |
| All | +310.9% | +508.5% | -197.6% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling