+893.7%
WMT vs LDOS
+494.7%
+398.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +3.9% | -5.4% | +9.3% | +5.0% |
| 30D | -4.4% | +4.9% | -9.3% | -5.4% |
| 3M | -8.8% | +7.2% | -16.0% | -10.3% |
| 6M | -15.6% | -24.2% | +8.6% | -11.4% |
| YTD | -3.2% | -25.8% | +22.6% | +1.6% |
| 1Y | +7.0% | -24.7% | +31.8% | +11.8% |
| 3Y | +105.3% | +39.3% | +66.0% | +86.0% |
| 5Y | +129.3% | +43.3% | +85.9% | +104.1% |
| 10Y | +423.9% | +278.6% | +145.4% | +270.9% |
| All | +893.7% | +494.7% | +398.9% | +502.1% |
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