+79.7%
EFX vs LDOS
+226.9%
-147.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | -1.6% | +0.8% | -0.1% |
| 30D | +25.1% | +8.2% | +16.9% | +21.1% |
| 3M | +1.7% | -8.2% | +9.8% | +5.0% |
| 6M | +18.4% | +5.8% | +12.5% | +14.6% |
| YTD | -12.5% | -27.0% | +14.5% | -2.1% |
| 1Y | -8.1% | -31.0% | +22.9% | +5.3% |
| 3Y | +4.8% | +29.3% | -24.5% | -10.6% |
| 5Y | -30.1% | +48.7% | -78.8% | -45.1% |
| All | +79.7% | +226.9% | -147.2% | +7.8% |
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