+129.7%
WMT vs LDOS
+41.1%
+88.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.6% |
| 7D | +0.1% | -7.1% | +7.3% | +1.1% |
| 30D | -5.0% | -6.1% | +1.1% | -4.1% |
| 3M | -11.3% | +5.6% | -16.9% | -12.1% |
| 6M | -13.8% | -26.9% | +13.1% | -10.6% |
| YTD | -4.2% | -27.9% | +23.7% | -0.7% |
| 1Y | +4.6% | -26.8% | +31.4% | +7.9% |
| 3Y | +100.5% | +39.6% | +60.9% | +82.9% |
| 5Y | +129.7% | +39.4% | +90.3% | +108.4% |
| All | +129.7% | +41.1% | +88.6% | +108.4% |
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