+696.5%
EWT vs LDOS
+515.5%
+181.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -3.7% | +1.9% | -5.5% | -4.2% |
| 30D | -17.2% | +12.8% | -30.0% | -20.1% |
| 3M | -7.3% | -1.0% | -6.3% | -7.6% |
| 6M | -1.5% | +6.2% | -7.7% | -4.3% |
| YTD | +49.0% | -23.2% | +72.2% | +57.5% |
| 1Y | +50.6% | -29.5% | +80.1% | +63.3% |
| 3Y | +148.9% | +37.1% | +111.8% | +113.2% |
| 5Y | +116.1% | +55.6% | +60.5% | +73.5% |
| 10Y | +427.8% | +249.4% | +178.4% | +197.3% |
| All | +696.5% | +515.5% | +181.0% | +226.9% |
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