+34.3%
EIX vs LDOS
+241.3%
-207.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.2% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +7.7% | +10.1% | -2.4% | +4.6% |
| 3M | -12.9% | -4.7% | -8.2% | -12.0% |
| 6M | -12.7% | +5.6% | -18.3% | -14.9% |
| YTD | +5.5% | -25.1% | +30.5% | +12.9% |
| 1Y | +9.4% | -31.7% | +41.0% | +20.8% |
| 3Y | +9.7% | +33.7% | -24.0% | -8.2% |
| 5Y | +16.9% | +54.4% | -37.4% | -9.4% |
| 10Y | +34.3% | +236.4% | -202.1% | -8.2% |
| All | +34.3% | +241.3% | -207.0% | -8.2% |
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