+144.2%
IEFA vs LDOS
+260.1%
-115.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | +1.2% | -7.1% | +8.3% | +2.9% |
| 30D | -0.6% | -6.1% | +5.5% | +0.8% |
| 3M | +6.2% | +5.6% | +0.6% | +4.2% |
| 6M | +11.2% | -26.9% | +38.1% | +19.5% |
| YTD | +14.2% | -27.9% | +42.1% | +22.4% |
| 1Y | +20.0% | -26.8% | +46.8% | +27.8% |
| 3Y | +68.8% | +39.6% | +29.2% | +44.4% |
| 5Y | +52.7% | +39.4% | +13.3% | +28.2% |
| 10Y | +144.2% | +260.0% | -115.7% | +62.8% |
| All | +144.2% | +260.1% | -115.9% | +62.8% |
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