+171.3%
EIX vs LDOS
+494.7%
-323.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -19.1% | -5.4% | -13.7% | -17.8% |
| 30D | -16.9% | +4.9% | -21.8% | -18.1% |
| 3M | -20.0% | +7.2% | -27.2% | -22.1% |
| 6M | -21.3% | -24.2% | +2.9% | -15.7% |
| YTD | -1.7% | -25.8% | +24.1% | +5.1% |
| 1Y | +9.6% | -24.7% | +34.3% | +16.4% |
| 3Y | -3.7% | +39.3% | -43.0% | -17.1% |
| 5Y | +22.6% | +43.3% | -20.7% | +3.1% |
| 10Y | +17.7% | +278.6% | -260.9% | -25.2% |
| All | +171.3% | +494.7% | -323.4% | +42.2% |
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 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