+265.4%
WMB vs LDOS
+256.7%
+8.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | -14.2% | -3.7% | -10.5% | -13.4% |
| 30D | -11.2% | +16.4% | -27.6% | -15.5% |
| 3M | -9.9% | +7.4% | -17.3% | -12.4% |
| 6M | -14.4% | -0.3% | -14.0% | -15.2% |
| YTD | +9.2% | -24.0% | +33.3% | +16.7% |
| 1Y | +15.1% | -29.6% | +44.6% | +26.2% |
| 3Y | +99.2% | +35.1% | +64.1% | +62.5% |
| 5Y | +180.2% | +52.9% | +127.3% | +112.6% |
| All | +265.4% | +256.7% | +8.7% | +135.3% |
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 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