+60.6%
WM vs LDOS
+52.4%
+8.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +5.9% | -2.8% | +8.7% | +6.6% |
| 30D | +15.4% | +13.6% | +1.8% | +12.2% |
| 3M | +6.3% | +4.2% | +2.1% | +5.1% |
| 6M | +5.6% | -8.2% | +13.8% | +7.0% |
| YTD | +9.9% | -24.1% | +34.0% | +15.5% |
| 1Y | +20.8% | -31.2% | +52.0% | +30.1% |
| 3Y | +48.5% | +35.0% | +13.5% | +30.2% |
| 5Y | +60.6% | +52.6% | +7.9% | +39.5% |
| All | +60.6% | +52.4% | +8.2% | +39.5% |
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