+322.9%
WMB vs LDOS
+278.0%
+44.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | -5.4% | +6.0% | +2.3% |
| 30D | +3.3% | +4.9% | -1.6% | +1.5% |
| 3M | +3.1% | +7.2% | -4.1% | +0.2% |
| 6M | -0.7% | -24.2% | +23.5% | +7.7% |
| YTD | +25.2% | -25.8% | +51.0% | +35.4% |
| 1Y | +32.9% | -24.7% | +57.6% | +42.4% |
| 3Y | +140.6% | +39.3% | +101.3% | +93.8% |
| 5Y | +273.5% | +43.3% | +230.1% | +191.7% |
| All | +322.9% | +278.0% | +44.9% | +143.2% |
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