+127.4%
ED vs LDOS
+248.5%
-121.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.9% |
| 7D | +1.6% | -7.2% | +8.8% | +3.2% |
| 30D | +13.3% | +16.8% | -3.5% | +9.6% |
| 3M | +9.7% | -1.6% | +11.3% | +9.8% |
| 6M | +12.8% | -1.0% | +13.8% | +12.3% |
| YTD | +22.3% | -25.8% | +48.1% | +28.7% |
| 1Y | +26.3% | -31.1% | +57.4% | +35.2% |
| 3Y | +45.0% | +32.8% | +12.2% | +27.2% |
| 5Y | +80.2% | +49.4% | +30.8% | +50.4% |
| All | +127.4% | +248.5% | -121.0% | +92.8% |
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