+201.8%
ECL vs LDOS
+256.7%
-54.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +1.7% | -3.7% | +5.3% | +2.9% |
| 30D | +8.9% | +16.4% | -7.5% | +3.2% |
| 3M | +7.4% | +7.4% | 0.0% | +4.2% |
| 6M | +19.3% | -0.3% | +19.7% | +18.2% |
| YTD | +17.4% | -24.0% | +41.5% | +26.5% |
| 1Y | +19.4% | -29.6% | +49.0% | +32.4% |
| 3Y | +80.5% | +35.1% | +45.4% | +48.5% |
| 5Y | +40.2% | +52.9% | -12.7% | +6.3% |
| All | +201.8% | +256.7% | -54.8% | +87.0% |
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