+345.7%
WM vs LDOS
+256.7%
+89.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +4.5% | -3.7% | +8.2% | +5.6% |
| 30D | +16.1% | +16.4% | -0.3% | +10.8% |
| 3M | +8.0% | +7.4% | +0.6% | +5.3% |
| 6M | +8.4% | -0.3% | +8.8% | +7.6% |
| YTD | +11.2% | -24.0% | +35.2% | +18.9% |
| 1Y | +22.3% | -29.6% | +51.9% | +33.9% |
| 3Y | +50.2% | +35.1% | +15.1% | +28.8% |
| 5Y | +63.3% | +52.9% | +10.4% | +31.7% |
| All | +345.7% | +256.7% | +89.0% | +187.4% |
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 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