+197.7%
ECL vs LDOS
+262.7%
-64.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.2% |
| 7D | -0.5% | -5.8% | +5.3% | +1.4% |
| 30D | +8.8% | +11.6% | -2.7% | +4.7% |
| 3M | +7.8% | -1.0% | +8.8% | +7.7% |
| 6M | +21.3% | +5.1% | +16.3% | +17.9% |
| YTD | +17.8% | -24.0% | +41.8% | +26.9% |
| 1Y | +21.1% | -30.3% | +51.3% | +34.8% |
| 3Y | +80.1% | +37.0% | +43.1% | +47.2% |
| 5Y | +40.5% | +53.4% | -12.9% | +6.3% |
| 10Y | +197.7% | +252.0% | -54.2% | +92.4% |
| All | +197.7% | +262.7% | -64.9% | +92.4% |
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