+11.2%
EIX vs LDOS
+35.4%
-24.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.5% | -3.7% | +6.2% | +2.9% |
| 30D | +14.1% | +16.4% | -2.3% | +12.4% |
| 3M | -9.4% | +7.4% | -16.8% | -10.1% |
| 6M | -9.1% | -0.3% | -8.7% | -9.1% |
| YTD | +7.1% | -24.0% | +31.2% | +9.9% |
| 1Y | +13.3% | -29.6% | +42.8% | +17.7% |
| All | +11.2% | +35.4% | -24.2% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling