+78.1%
EFX vs LDOS
+254.8%
-176.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.5% |
| 7D | +0.3% | +1.9% | -1.6% | -0.5% |
| 30D | +29.1% | +12.8% | +16.3% | +22.8% |
| 3M | +4.3% | -1.0% | +5.3% | +4.4% |
| 6M | +7.7% | +6.2% | +1.5% | +4.2% |
| YTD | -12.5% | -23.2% | +10.8% | -4.0% |
| 1Y | -8.8% | -29.5% | +20.7% | +3.6% |
| 3Y | +4.3% | +37.1% | -32.7% | -13.1% |
| 5Y | -29.4% | +55.6% | -85.0% | -45.5% |
| 10Y | +78.1% | +249.4% | -171.3% | +4.6% |
| All | +78.1% | +254.8% | -176.7% | +4.6% |
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