+44.0%
EFX vs LDOS
+274.0%
-230.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.6% |
| 7D | -8.6% | -5.4% | -3.2% | -6.6% |
| 30D | +0.1% | +4.9% | -4.8% | -2.1% |
| 3M | +3.8% | +7.2% | -3.3% | +0.3% |
| 6M | -13.5% | -24.2% | +10.7% | -3.9% |
| YTD | -17.7% | -25.8% | +8.1% | -8.4% |
| 1Y | -25.6% | -24.7% | -0.9% | -17.8% |
| 3Y | -12.1% | +39.3% | -51.4% | -27.1% |
| 5Y | -33.8% | +43.3% | -77.1% | -46.9% |
| All | +44.0% | +274.0% | -230.0% | -15.3% |
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