+537.3%
EFX vs LDOS
+495.0%
+42.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.3% |
| 7D | +2.7% | -7.2% | +9.9% | +5.8% |
| 30D | +33.1% | +16.8% | +16.3% | +25.2% |
| 3M | +8.2% | -1.6% | +9.8% | +8.6% |
| 6M | +10.2% | -1.0% | +11.1% | +9.8% |
| YTD | -11.8% | -25.8% | +13.9% | -2.4% |
| 1Y | -6.1% | -31.1% | +25.0% | +7.0% |
| 3Y | +7.5% | +32.8% | -25.3% | -7.5% |
| 5Y | -30.7% | +49.4% | -80.1% | -44.0% |
| 10Y | +68.7% | +253.9% | -185.2% | -5.1% |
| All | +537.3% | +495.0% | +42.3% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling