+79.2%
EWZ vs LDOS
+508.5%
-429.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -4.1% | -2.8% | -1.3% | -3.0% |
| 30D | -25.0% | +13.6% | -38.6% | -29.4% |
| 3M | -10.6% | +4.2% | -14.9% | -13.4% |
| 6M | -16.6% | -8.2% | -8.4% | -15.5% |
| YTD | +2.5% | -24.1% | +26.6% | +11.3% |
| 1Y | +8.1% | -31.2% | +39.3% | +22.9% |
| 3Y | +20.4% | +35.0% | -14.6% | -5.4% |
| 5Y | +62.7% | +52.6% | +10.1% | +16.4% |
| 10Y | +52.6% | +261.9% | -209.3% | -33.1% |
| All | +79.2% | +508.5% | -429.2% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling