+68.0%
EFA vs LDOS
+39.7%
+28.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.6% | -5.4% | +6.0% | +1.1% |
| 30D | +0.9% | +4.9% | -4.0% | +0.4% |
| 3M | +4.9% | +7.2% | -2.3% | +4.1% |
| 6M | +8.6% | -24.2% | +32.8% | +11.7% |
| YTD | +14.6% | -25.8% | +40.4% | +17.8% |
| 1Y | +22.6% | -24.7% | +47.3% | +25.7% |
| All | +68.0% | +39.7% | +28.3% | +54.3% |
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