+197.8%
IEFA vs LDOS
+857.2%
-659.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -1.6% | -7.2% | +5.6% | 0.0% |
| 30D | -1.5% | +16.8% | -18.3% | -5.0% |
| 3M | -5.2% | -1.6% | -3.6% | -5.2% |
| 6M | -1.6% | -1.0% | -0.6% | -2.2% |
| YTD | +7.7% | -25.8% | +33.5% | +13.8% |
| 1Y | +12.2% | -31.1% | +43.3% | +20.7% |
| 3Y | +62.1% | +32.8% | +29.3% | +44.0% |
| 5Y | +43.7% | +49.4% | -5.7% | +21.8% |
| 10Y | +142.7% | +253.9% | -111.2% | +67.5% |
| All | +197.8% | +857.2% | -659.5% | +61.5% |
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