+52.2%
EW vs LDOS
+32.3%
+20.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | +11.0% | -7.2% | +18.2% | +11.5% |
| 30D | +19.1% | +16.8% | +2.2% | +17.8% |
| 3M | +14.4% | -1.6% | +15.9% | +14.3% |
| 6M | +22.8% | -1.0% | +23.7% | +22.4% |
| YTD | +19.8% | -25.8% | +45.6% | +20.5% |
| 1Y | +23.9% | -31.1% | +55.0% | +25.2% |
| 3Y | +52.2% | +32.8% | +19.4% | +34.6% |
| All | +52.2% | +32.3% | +20.0% | +34.6% |
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