+32.2%
EIX vs LDOS
+262.7%
-230.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.6% |
| 7D | +0.7% | -5.8% | +6.5% | +2.4% |
| 30D | +8.8% | +11.6% | -2.8% | +5.2% |
| 3M | -10.9% | -1.0% | -9.9% | -11.0% |
| 6M | -10.3% | +5.1% | -15.3% | -12.4% |
| YTD | +5.8% | -24.0% | +29.9% | +12.9% |
| 1Y | +11.4% | -30.3% | +41.6% | +22.2% |
| 3Y | +11.1% | +37.0% | -25.9% | -7.7% |
| 5Y | +18.5% | +53.4% | -34.9% | -7.7% |
| 10Y | +32.2% | +252.0% | -219.7% | -10.0% |
| All | +32.2% | +262.7% | -230.4% | -10.0% |
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 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