-16.6%
EWZ vs LDOS
-8.2%
-8.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.7% |
| 7D | -4.1% | -2.8% | -1.3% | -4.3% |
| 30D | -25.0% | +13.6% | -38.6% | -24.7% |
| 3M | -10.6% | +4.2% | -14.9% | -11.0% |
| 6M | -16.6% | -8.2% | -8.4% | -18.1% |
| All | -16.6% | -8.2% | -8.4% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling