+62.4%
EWY vs LDOS
-27.6%
+90.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.8% |
| 7D | -8.3% | -2.8% | -5.5% | -8.7% |
| 30D | -20.5% | +13.6% | -34.1% | -18.6% |
| 3M | -11.1% | +4.2% | -15.3% | -9.9% |
| 6M | -7.0% | -8.2% | +1.2% | -3.5% |
| YTD | +56.5% | -24.1% | +80.6% | +59.9% |
| 1Y | +62.4% | -31.2% | +93.6% | +63.7% |
| All | +62.4% | -27.6% | +90.1% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling