+35.9%
EIX vs LDOS
+226.9%
-191.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | +8.5% | +8.2% | +0.3% | +5.9% |
| 3M | -13.5% | -8.2% | -5.3% | -11.6% |
| 6M | -12.4% | +5.8% | -18.2% | -14.7% |
| YTD | +5.9% | -27.0% | +32.9% | +14.3% |
| 1Y | +7.6% | -31.0% | +38.6% | +18.3% |
| 3Y | +12.8% | +29.3% | -16.5% | -4.6% |
| 5Y | +19.2% | +48.7% | -29.5% | -6.5% |
| All | +35.9% | +226.9% | -191.1% | -7.4% |
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 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