+10.9%
EIX vs LDOS
-31.2%
+42.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.5% |
| 7D | +1.0% | -7.2% | +8.2% | +1.0% |
| 30D | +9.1% | +16.8% | -7.7% | +9.4% |
| 3M | -10.2% | -1.6% | -8.6% | -10.3% |
| 6M | -11.2% | -1.0% | -10.3% | -11.5% |
| YTD | +4.5% | -25.8% | +30.3% | +2.3% |
| 1Y | +10.9% | -31.1% | +42.0% | +8.2% |
| All | +10.9% | -31.2% | +42.1% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling