+144.1%
EFA vs LDOS
+254.8%
-110.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +1.2% | +1.9% | -0.6% | +0.8% |
| 30D | +0.9% | +12.8% | -11.9% | -2.1% |
| 3M | -3.4% | -1.0% | -2.4% | -3.5% |
| 6M | +2.0% | +6.2% | -4.2% | -0.3% |
| YTD | +10.4% | -23.2% | +33.6% | +16.3% |
| 1Y | +13.3% | -29.5% | +42.7% | +22.1% |
| 3Y | +65.9% | +37.1% | +28.9% | +43.1% |
| 5Y | +51.5% | +55.6% | -4.1% | +22.8% |
| 10Y | +144.1% | +249.4% | -105.3% | +68.9% |
| All | +144.1% | +254.8% | -110.7% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling