+21.0%
EIX vs LDOS
+52.0%
-31.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.5% | -3.7% | +6.2% | +3.1% |
| 30D | +14.1% | +16.4% | -2.3% | +11.1% |
| 3M | -9.4% | +7.4% | -16.8% | -10.7% |
| 6M | -9.1% | -0.3% | -8.7% | -9.3% |
| YTD | +7.1% | -24.0% | +31.2% | +11.8% |
| 1Y | +13.3% | -29.6% | +42.8% | +20.3% |
| 3Y | +10.9% | +35.1% | -24.2% | -4.6% |
| 5Y | +21.0% | +52.9% | -31.9% | +0.6% |
| All | +21.0% | +52.0% | -31.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling