+17.0%
IEFA vs LDOS
-27.6%
+44.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.5% |
| 7D | +1.9% | -2.8% | +4.7% | +1.9% |
| 30D | +1.4% | +13.6% | -12.2% | +1.2% |
| 3M | -1.4% | +4.2% | -5.6% | -1.4% |
| 6M | +6.3% | -8.2% | +14.5% | +6.7% |
| YTD | +11.9% | -24.1% | +36.0% | +11.9% |
| 1Y | +17.0% | -31.2% | +48.2% | +19.6% |
| All | +17.0% | -27.6% | +44.6% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling