+278.8%
WMB vs LDOS
+43.9%
+234.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | -5.4% | +6.0% | +1.5% |
| 30D | +3.3% | +4.9% | -1.6% | +2.3% |
| 3M | +3.1% | +7.2% | -4.1% | +1.7% |
| 6M | -0.7% | -24.2% | +23.5% | +4.5% |
| YTD | +25.2% | -25.8% | +51.0% | +31.4% |
| 1Y | +32.9% | -24.7% | +57.6% | +38.6% |
| 3Y | +140.6% | +39.3% | +101.3% | +97.9% |
| All | +278.8% | +43.9% | +234.9% | +204.0% |
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