+2,455.0%
EW vs LDOS
+508.5%
+1,946.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.2% |
| 7D | +8.3% | -2.8% | +11.1% | +9.0% |
| 30D | +13.9% | +13.6% | +0.3% | +9.5% |
| 3M | +10.9% | +4.2% | +6.7% | +9.1% |
| 6M | +19.2% | -8.2% | +27.5% | +21.0% |
| YTD | +16.6% | -24.1% | +40.7% | +23.9% |
| 1Y | +18.1% | -31.2% | +49.3% | +29.4% |
| 3Y | +48.2% | +35.0% | +13.2% | +26.8% |
| 5Y | -15.3% | +52.6% | -68.0% | -31.7% |
| 10Y | +232.6% | +261.9% | -29.3% | +102.5% |
| All | +2,455.0% | +508.5% | +1,946.6% | +1,171.5% |
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