+143.0%
EFA vs LDOS
+274.0%
-131.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | -5.4% | +6.0% | +1.9% |
| 30D | +0.9% | +4.9% | -4.0% | -0.5% |
| 3M | +4.9% | +7.2% | -2.3% | +2.5% |
| 6M | +8.6% | -24.2% | +32.8% | +15.7% |
| YTD | +14.6% | -25.8% | +40.4% | +22.0% |
| 1Y | +22.6% | -24.7% | +47.3% | +29.7% |
| 3Y | +66.5% | +39.3% | +27.2% | +42.9% |
| 5Y | +54.5% | +43.3% | +11.2% | +28.8% |
| All | +143.0% | +274.0% | -131.0% | +61.0% |
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 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