+965.9%
WM vs LDOS
+508.5%
+457.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +5.9% | -2.8% | +8.7% | +6.8% |
| 30D | +15.4% | +13.6% | +1.8% | +11.0% |
| 3M | +6.3% | +4.2% | +2.1% | +4.6% |
| 6M | +5.6% | -8.2% | +13.8% | +7.3% |
| YTD | +9.9% | -24.1% | +34.0% | +17.3% |
| 1Y | +20.8% | -31.2% | +52.0% | +32.7% |
| 3Y | +48.5% | +35.0% | +13.5% | +29.8% |
| 5Y | +60.6% | +52.6% | +7.9% | +32.9% |
| 10Y | +349.8% | +261.9% | +87.9% | +180.3% |
| All | +965.9% | +508.5% | +457.5% | +420.3% |
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