+101.1%
ED vs LDOS
+278.0%
-176.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -0.2% | -5.4% | +5.2% | +1.0% |
| 30D | -0.1% | +4.9% | -5.0% | -1.3% |
| 3M | +3.9% | +7.2% | -3.3% | +1.9% |
| 6M | -3.0% | -24.2% | +21.2% | +2.4% |
| YTD | +10.7% | -25.8% | +36.5% | +16.7% |
| 1Y | +13.3% | -24.7% | +38.1% | +18.7% |
| 3Y | +34.5% | +39.3% | -4.8% | +16.4% |
| 5Y | +67.1% | +43.3% | +23.8% | +41.4% |
| All | +101.1% | +278.0% | -176.9% | +48.3% |
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