+22.5%
WMT vs LDOS
-31.1%
+53.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +11.1% | +10.1% | +1.0% | +10.2% |
| 3M | +11.2% | -4.7% | +15.9% | +11.7% |
| 6M | -1.3% | +5.6% | -6.8% | -2.3% |
| YTD | +13.5% | -25.1% | +38.6% | +13.4% |
| 1Y | +22.5% | -31.7% | +54.2% | +20.9% |
| All | +22.5% | -31.1% | +53.6% | +20.9% |
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