+105.9%
EWY vs LDOS
+54.4%
+51.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +6.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.8% |
| 30D | -13.1% | +10.1% | -23.2% | -13.6% |
| 3M | -11.6% | -4.7% | -7.0% | -11.4% |
| 6M | -23.4% | +5.6% | -28.9% | -23.5% |
| YTD | +52.0% | -25.1% | +77.1% | +57.4% |
| 1Y | +58.6% | -31.7% | +90.3% | +66.3% |
| 3Y | +163.3% | +33.7% | +129.6% | +141.6% |
| All | +105.9% | +54.4% | +51.5% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling