+178.4%
WMT vs LDOS
+48.3%
+130.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.0% | -1.6% | +3.7% | +2.3% |
| 30D | +10.3% | +8.2% | +2.0% | +9.1% |
| 3M | +11.0% | -8.2% | +19.1% | +12.2% |
| 6M | -2.3% | +5.8% | -8.2% | -3.4% |
| YTD | +15.7% | -27.0% | +42.7% | +19.7% |
| 1Y | +26.0% | -31.0% | +57.0% | +31.4% |
| 3Y | +136.5% | +29.3% | +107.2% | +117.8% |
| All | +178.4% | +48.3% | +130.2% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling