+56.6%
EWZ vs LDOS
+52.0%
+4.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -4.2% | -3.7% | -0.5% | -3.7% |
| 30D | -26.1% | +16.4% | -42.5% | -27.9% |
| 3M | -12.0% | +7.4% | -19.5% | -13.4% |
| 6M | -19.3% | -0.3% | -18.9% | -19.6% |
| YTD | +0.9% | -24.0% | +24.9% | +4.6% |
| 1Y | +3.4% | -29.6% | +33.0% | +9.0% |
| 3Y | +18.6% | +35.1% | -16.5% | +3.6% |
| 5Y | +56.6% | +52.9% | +3.7% | +33.7% |
| All | +56.6% | +52.0% | +4.6% | +33.7% |
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 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