-8.8%
EFX vs LDOS
-30.4%
+21.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.6% |
| 7D | -2.2% | -5.8% | +3.7% | +0.1% |
| 30D | +29.2% | +11.6% | +17.6% | +23.9% |
| 3M | +3.5% | -1.0% | +4.5% | +3.4% |
| 6M | +7.8% | +5.1% | +2.7% | +3.8% |
| YTD | -12.4% | -24.0% | +11.6% | -8.1% |
| All | -8.8% | -30.4% | +21.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling