+260.8%
WPM vs LDOS
+43.9%
+216.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +1.1% | -5.4% | +6.5% | +1.6% |
| 30D | +26.4% | +4.9% | +21.5% | +25.6% |
| 3M | +20.8% | +7.2% | +13.6% | +19.6% |
| 6M | +1.1% | -24.2% | +25.4% | +4.0% |
| YTD | +32.5% | -25.8% | +58.3% | +36.1% |
| 1Y | +51.5% | -24.7% | +76.2% | +55.1% |
| 3Y | +267.0% | +39.3% | +227.7% | +241.2% |
| All | +260.8% | +43.9% | +216.9% | +225.0% |
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