+247.2%
WPM vs LDOS
+49.1%
+198.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.1% |
| 7D | +16.9% | -7.2% | +24.1% | +17.6% |
| 30D | +2.0% | +16.8% | -14.9% | +0.5% |
| 3M | +8.9% | -1.6% | +10.5% | +8.9% |
| 6M | +1.6% | -1.0% | +2.6% | +1.3% |
| YTD | +16.5% | -25.8% | +42.3% | +19.6% |
| 1Y | +42.2% | -31.1% | +73.3% | +47.3% |
| 3Y | +213.3% | +32.8% | +180.5% | +192.0% |
| All | +247.2% | +49.1% | +198.1% | +211.5% |
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 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