+481.9%
ED vs LDOS
+508.5%
-26.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +5.4% | -2.8% | +8.2% | +5.9% |
| 30D | +16.4% | +13.6% | +2.8% | +13.5% |
| 3M | +11.9% | +4.2% | +7.7% | +10.7% |
| 6M | +11.6% | -8.2% | +19.8% | +12.7% |
| YTD | +24.1% | -24.1% | +48.2% | +29.3% |
| 1Y | +26.9% | -31.2% | +58.1% | +34.8% |
| 3Y | +47.9% | +35.0% | +12.9% | +33.9% |
| 5Y | +87.5% | +52.6% | +34.8% | +63.3% |
| 10Y | +133.2% | +261.9% | -128.7% | +72.0% |
| All | +481.9% | +508.5% | -26.6% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling