+2,211.5%
EW vs LDOS
+494.7%
+1,716.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | -5.4% | +5.1% | +1.3% |
| 30D | +1.0% | +4.9% | -3.8% | -0.5% |
| 3M | +2.8% | +7.2% | -4.4% | +0.1% |
| 6M | +5.5% | -24.2% | +29.7% | +13.6% |
| YTD | +5.5% | -25.8% | +31.3% | +13.2% |
| 1Y | +11.0% | -24.7% | +35.8% | +18.4% |
| 3Y | +17.7% | +39.3% | -21.6% | -0.3% |
| 5Y | -25.7% | +43.3% | -69.1% | -38.8% |
| 10Y | +132.8% | +278.6% | -145.8% | +40.3% |
| All | +2,211.5% | +494.7% | +1,716.8% | +1,061.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling