+20.8%
WM vs LDOS
-27.6%
+48.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +5.9% | -2.8% | +8.7% | +6.4% |
| 30D | +15.4% | +13.6% | +1.8% | +13.5% |
| 3M | +6.3% | +4.2% | +2.1% | +5.5% |
| 6M | +5.6% | -8.2% | +13.8% | +5.2% |
| YTD | +9.9% | -24.1% | +34.0% | +10.4% |
| 1Y | +20.8% | -31.2% | +52.0% | +24.7% |
| All | +20.8% | -27.6% | +48.5% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling