-15.0%
EW vs LDOS
+52.0%
-67.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +6.8% | -3.7% | +10.5% | +7.2% |
| 30D | +16.6% | +16.4% | +0.2% | +14.0% |
| 3M | +13.3% | +7.4% | +5.9% | +12.0% |
| 6M | +21.6% | -0.3% | +21.9% | +21.2% |
| YTD | +18.3% | -24.0% | +42.3% | +21.7% |
| 1Y | +21.7% | -29.6% | +51.3% | +26.8% |
| 3Y | +50.3% | +35.1% | +15.2% | +31.6% |
| 5Y | -15.0% | +52.9% | -67.9% | -26.7% |
| All | -15.0% | +52.0% | -67.0% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling