+57.3%
EWJ vs LDOS
+32.3%
+25.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -5.0% | -7.2% | +2.2% | -4.5% |
| 30D | -10.2% | +16.8% | -27.1% | -11.3% |
| 3M | -7.2% | -1.6% | -5.7% | -7.2% |
| 6M | -3.2% | -1.0% | -2.2% | -2.9% |
| YTD | +9.9% | -25.8% | +35.7% | +13.9% |
| 1Y | +11.0% | -31.1% | +42.1% | +16.3% |
| 3Y | +57.3% | +32.8% | +24.5% | +45.2% |
| All | +57.3% | +32.3% | +25.1% | +45.2% |
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