+718.6%
WMB vs LDOS
+508.5%
+210.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.7% |
| 7D | -8.6% | -2.8% | -5.8% | -7.8% |
| 30D | -4.2% | +13.6% | -17.8% | -9.5% |
| 3M | -4.4% | +4.2% | -8.6% | -7.0% |
| 6M | -8.7% | -8.2% | -0.5% | -7.3% |
| YTD | +15.4% | -24.1% | +39.5% | +25.1% |
| 1Y | +23.7% | -31.2% | +55.0% | +40.0% |
| 3Y | +110.4% | +35.0% | +75.4% | +66.9% |
| 5Y | +198.9% | +52.6% | +146.3% | +118.2% |
| 10Y | +294.7% | +261.9% | +32.9% | +77.1% |
| All | +718.6% | +508.5% | +210.1% | +161.5% |
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 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