+132.2%
EWJ vs LDOS
+515.5%
-383.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.4% | +1.9% | -4.2% | -2.8% |
| 30D | -7.6% | +12.8% | -20.4% | -10.6% |
| 3M | -5.9% | -1.0% | -4.9% | -6.1% |
| 6M | -1.5% | +6.2% | -7.6% | -4.0% |
| YTD | +12.6% | -23.2% | +35.8% | +18.6% |
| 1Y | +12.7% | -29.5% | +42.2% | +21.4% |
| 3Y | +63.1% | +37.1% | +26.0% | +42.7% |
| 5Y | +48.2% | +55.6% | -7.4% | +22.7% |
| 10Y | +123.1% | +249.4% | -126.3% | +38.3% |
| All | +132.2% | +515.5% | -383.2% | +11.8% |
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