+1,064.1%
WMT vs LDOS
+495.0%
+569.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +1.6% | -7.2% | +8.8% | +3.1% |
| 30D | +16.1% | +16.8% | -0.8% | +12.6% |
| 3M | +12.3% | -1.6% | +13.9% | +12.5% |
| 6M | -3.1% | -1.0% | -2.1% | -3.4% |
| YTD | +13.4% | -25.8% | +39.2% | +18.9% |
| 1Y | +24.5% | -31.1% | +55.6% | +32.4% |
| 3Y | +135.7% | +32.8% | +102.9% | +115.7% |
| 5Y | +166.8% | +49.4% | +117.4% | +135.4% |
| 10Y | +543.4% | +253.9% | +289.6% | +361.8% |
| All | +1,064.1% | +495.0% | +569.1% | +604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling