+146.4%
IEFA vs LDOS
+262.7%
-116.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +2.5% |
| 7D | +1.1% | -5.8% | +6.9% | +2.5% |
| 30D | +1.2% | +11.6% | -10.4% | -1.5% |
| 3M | -3.4% | -1.0% | -2.4% | -3.5% |
| 6M | +2.0% | +5.1% | -3.0% | 0.0% |
| YTD | +11.0% | -24.0% | +35.0% | +17.2% |
| 1Y | +15.2% | -30.3% | +45.5% | +24.5% |
| 3Y | +68.4% | +37.0% | +31.4% | +45.2% |
| 5Y | +48.4% | +53.4% | -4.9% | +20.9% |
| 10Y | +146.4% | +252.0% | -105.6% | +71.7% |
| All | +146.4% | +262.7% | -116.3% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling