+225.1%
WPM vs LDOS
+37.8%
+187.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.1% | -6.2% | -5.1% |
| 7D | +16.4% | +1.9% | +14.5% | +16.2% |
| 30D | -1.5% | +12.8% | -14.3% | -2.1% |
| 3M | +2.6% | -1.0% | +3.6% | +2.6% |
| 6M | -1.3% | +6.2% | -7.5% | -2.1% |
| YTD | +16.8% | -23.2% | +40.0% | +18.7% |
| 1Y | +34.1% | -29.5% | +63.6% | +37.4% |
| 3Y | +225.1% | +37.1% | +188.1% | +222.4% |
| All | +225.1% | +37.8% | +187.3% | +222.4% |
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 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