+198.7%
EIX vs LDOS
+508.5%
-309.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | +4.5% | -2.8% | +7.3% | +5.2% |
| 30D | +15.2% | +13.6% | +1.6% | +11.0% |
| 3M | -11.6% | +4.2% | -15.8% | -13.0% |
| 6M | -8.4% | -8.2% | -0.2% | -7.1% |
| YTD | +8.2% | -24.1% | +32.3% | +14.7% |
| 1Y | +16.6% | -31.2% | +47.8% | +27.1% |
| 3Y | +12.0% | +35.0% | -23.0% | -2.8% |
| 5Y | +24.1% | +52.6% | -28.5% | +2.2% |
| 10Y | +34.9% | +261.9% | -227.0% | -13.4% |
| All | +198.7% | +508.5% | -309.8% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling