+119.3%
EWT vs LDOS
+51.2%
+68.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -2.8% |
| 7D | +13.2% | -3.5% | +16.7% | +13.5% |
| 30D | -14.3% | +9.5% | -23.8% | -15.0% |
| 3M | -8.4% | -6.3% | -2.1% | -7.9% |
| 6M | +3.7% | +2.8% | +0.9% | +3.3% |
| YTD | +53.1% | -26.6% | +79.7% | +57.9% |
| 1Y | +55.5% | -31.3% | +86.8% | +61.9% |
| 3Y | +155.6% | +30.9% | +124.7% | +137.1% |
| 5Y | +119.3% | +49.4% | +69.9% | +96.5% |
| All | +119.3% | +51.2% | +68.1% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling