+30.2%
EWJ vs LDOS
-24.0%
+54.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +2.5% | -5.4% | +7.9% | +2.6% |
| 30D | +3.3% | +4.9% | -1.6% | +3.1% |
| 3M | +5.0% | +7.2% | -2.2% | +5.3% |
| 6M | +11.5% | -24.2% | +35.8% | +15.4% |
| YTD | +22.4% | -25.8% | +48.2% | +25.9% |
| 1Y | +30.2% | -24.7% | +54.9% | +34.9% |
| All | +30.2% | -24.0% | +54.2% | +34.9% |
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