-30.7%
EFX vs LDOS
+48.3%
-79.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | -1.6% | +0.8% | -0.2% |
| 30D | +25.1% | +8.2% | +16.9% | +21.5% |
| 3M | +1.7% | -8.2% | +9.8% | +4.7% |
| 6M | +18.4% | +5.8% | +12.5% | +14.8% |
| YTD | -12.5% | -27.0% | +14.5% | -3.5% |
| 1Y | -8.1% | -31.0% | +22.9% | +3.5% |
| 3Y | +4.8% | +29.3% | -24.5% | -9.5% |
| All | -30.7% | +48.3% | -79.0% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling