+24.5%
WMT vs LDOS
-31.2%
+55.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | +1.6% | -7.2% | +8.8% | +2.5% |
| 30D | +16.1% | +16.8% | -0.8% | +14.5% |
| 3M | +12.3% | -1.6% | +13.9% | +12.5% |
| 6M | -3.1% | -1.0% | -2.1% | -3.8% |
| YTD | +13.4% | -25.8% | +39.2% | +13.4% |
| 1Y | +24.5% | -31.1% | +55.6% | +24.2% |
| All | +24.5% | -31.2% | +55.7% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling