+62.1%
IEFA vs LDOS
+32.3%
+29.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | -1.6% | -7.2% | +5.6% | -1.0% |
| 30D | -1.5% | +16.8% | -18.3% | -2.7% |
| 3M | -5.2% | -1.6% | -3.6% | -5.1% |
| 6M | -1.6% | -1.0% | -0.6% | -1.6% |
| YTD | +7.7% | -25.8% | +33.5% | +10.5% |
| 1Y | +12.2% | -31.1% | +43.3% | +16.3% |
| 3Y | +62.1% | +32.8% | +29.3% | +48.3% |
| All | +62.1% | +32.3% | +29.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling