+63.7%
EL vs LDOS
+226.9%
-163.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | +1.5% | -1.6% | +3.2% | +2.1% |
| 30D | +10.0% | +8.2% | +1.8% | +7.1% |
| 3M | +28.4% | -8.2% | +36.6% | +31.5% |
| 6M | +37.1% | +5.8% | +31.2% | +33.5% |
| YTD | +7.8% | -27.0% | +34.8% | +16.9% |
| 1Y | +26.0% | -31.0% | +57.0% | +39.3% |
| 3Y | +3.8% | +29.3% | -25.5% | -11.5% |
| 5Y | -65.2% | +48.7% | -113.9% | -72.6% |
| All | +63.7% | +226.9% | -163.2% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling