+419.0%
ED vs LDOS
+494.7%
-75.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -0.2% | -5.4% | +5.2% | +0.9% |
| 30D | -0.1% | +4.9% | -5.0% | -1.2% |
| 3M | +3.9% | +7.2% | -3.3% | +2.1% |
| 6M | -3.0% | -24.2% | +21.2% | +1.7% |
| YTD | +10.7% | -25.8% | +36.5% | +16.0% |
| 1Y | +13.3% | -24.7% | +38.1% | +18.2% |
| 3Y | +34.5% | +39.3% | -4.8% | +20.9% |
| 5Y | +67.1% | +43.3% | +23.8% | +47.7% |
| 10Y | +103.0% | +278.6% | -175.5% | +48.8% |
| All | +419.0% | +494.7% | -75.8% | +232.4% |
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 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