+196.8%
ECL vs LDOS
+248.5%
-51.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.9% |
| 7D | -0.8% | -7.2% | +6.4% | +1.7% |
| 30D | +8.1% | +16.8% | -8.7% | +2.4% |
| 3M | +6.4% | -1.6% | +7.9% | +6.4% |
| 6M | +14.8% | -1.0% | +15.7% | +13.9% |
| YTD | +15.5% | -25.8% | +41.2% | +25.3% |
| 1Y | +20.1% | -31.1% | +51.2% | +34.2% |
| 3Y | +77.8% | +32.8% | +45.0% | +47.0% |
| 5Y | +37.9% | +49.4% | -11.5% | +5.3% |
| All | +196.8% | +248.5% | -51.7% | +85.3% |
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 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