+843.7%
EWT vs LDOS
+494.7%
+348.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +4.0% | -5.4% | +9.4% | +5.6% |
| 30D | +10.3% | +4.9% | +5.4% | +8.6% |
| 3M | +6.1% | +7.2% | -1.1% | +3.3% |
| 6M | +56.6% | -24.2% | +80.9% | +68.3% |
| YTD | +76.6% | -25.8% | +102.4% | +89.3% |
| 1Y | +97.9% | -24.7% | +122.6% | +110.7% |
| 3Y | +198.0% | +39.3% | +158.7% | +154.1% |
| 5Y | +151.8% | +43.3% | +108.4% | +108.0% |
| 10Y | +514.1% | +278.6% | +235.6% | +235.1% |
| All | +843.7% | +494.7% | +348.9% | +292.9% |
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 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