+133.0%
WMT vs LDOS
+31.0%
+101.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | +12.4% | +9.5% | +2.9% | +11.3% |
| 3M | +9.0% | -6.3% | +15.3% | +9.8% |
| 6M | -3.0% | +2.8% | -5.8% | -3.6% |
| YTD | +14.0% | -26.6% | +40.6% | +16.5% |
| 1Y | +23.0% | -31.3% | +54.3% | +26.7% |
| All | +133.0% | +31.0% | +101.9% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling