+24.5%
EW vs LDOS
-30.4%
+54.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +2.4% |
| 7D | +12.3% | -5.8% | +18.1% | +12.6% |
| 30D | +22.9% | +11.6% | +11.3% | +21.8% |
| 3M | +16.7% | -1.0% | +17.7% | +16.6% |
| 6M | +31.0% | +5.1% | +25.9% | +29.8% |
| YTD | +22.8% | -24.0% | +46.9% | +18.6% |
| All | +24.5% | -30.4% | +54.9% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling