+291.0%
EWY vs LDOS
+270.7%
+20.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +4.8% | -5.4% | +10.2% | +6.1% |
| 30D | +11.7% | +4.9% | +6.8% | +10.2% |
| 3M | -7.4% | +7.2% | -14.6% | -9.4% |
| 6M | +40.6% | -24.2% | +64.8% | +49.9% |
| YTD | +94.3% | -25.8% | +120.1% | +106.9% |
| 1Y | +164.3% | -24.7% | +189.0% | +179.3% |
| 3Y | +221.0% | +39.3% | +181.7% | +172.1% |
| 5Y | +139.1% | +43.3% | +95.8% | +96.2% |
| All | +291.0% | +270.7% | +20.3% | +152.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling