+523.5%
WMT vs LDOS
+254.8%
+268.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +0.6% | +1.9% | -1.3% | +0.2% |
| 30D | +12.8% | +12.8% | 0.0% | +10.2% |
| 3M | +11.7% | -1.0% | +12.7% | +11.8% |
| 6M | -3.5% | +6.2% | -9.7% | -5.0% |
| YTD | +13.4% | -23.2% | +36.6% | +17.9% |
| 1Y | +23.6% | -29.5% | +53.1% | +30.6% |
| 3Y | +133.9% | +37.1% | +96.8% | +111.3% |
| 5Y | +170.1% | +55.6% | +114.5% | +134.4% |
| 10Y | +523.5% | +249.4% | +274.1% | +354.8% |
| All | +523.5% | +254.8% | +268.7% | +354.8% |
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