+81.7%
EFX vs LDOS
+241.3%
-159.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.1% |
| 7D | -2.0% | -1.3% | -0.7% | -1.5% |
| 30D | +27.9% | +10.1% | +17.8% | +22.9% |
| 3M | +3.8% | -4.7% | +8.5% | +5.6% |
| 6M | +13.0% | +5.6% | +7.4% | +9.5% |
| YTD | -12.4% | -25.1% | +12.7% | -3.0% |
| 1Y | -10.4% | -31.7% | +21.3% | +3.2% |
| 3Y | +4.4% | +33.7% | -29.3% | -12.2% |
| 5Y | -28.9% | +54.4% | -83.3% | -45.0% |
| 10Y | +81.7% | +236.4% | -154.7% | +7.0% |
| All | +81.7% | +241.3% | -159.5% | +7.0% |
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