+164.5%
EWT vs LDOS
+33.8%
+130.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.3% | +5.9% |
| 7D | +3.2% | -1.3% | +4.5% | +3.2% |
| 30D | -12.3% | +10.1% | -22.4% | -12.8% |
| 3M | -3.6% | -4.7% | +1.1% | -3.2% |
| 6M | +3.1% | +5.6% | -2.4% | +3.0% |
| YTD | +57.7% | -25.1% | +82.8% | +61.3% |
| 1Y | +60.3% | -31.7% | +91.9% | +65.8% |
| All | +164.5% | +33.8% | +130.7% | +159.2% |
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