+293.2%
EWY vs LDOS
+260.1%
+33.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.2% |
| 7D | +8.0% | -7.1% | +15.2% | +9.8% |
| 30D | +14.3% | -6.1% | +20.4% | +15.8% |
| 3M | +2.3% | +5.6% | -3.3% | +0.3% |
| 6M | +49.9% | -26.9% | +76.8% | +61.1% |
| YTD | +95.3% | -27.9% | +123.3% | +109.4% |
| 1Y | +161.7% | -26.8% | +188.5% | +178.3% |
| 3Y | +230.2% | +39.6% | +190.6% | +178.8% |
| 5Y | +148.1% | +39.4% | +108.8% | +104.9% |
| 10Y | +293.2% | +260.0% | +33.2% | +155.7% |
| All | +293.2% | +260.1% | +33.0% | +155.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling