+63.0%
EL vs LDOS
+241.3%
-178.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | +12.3% | +10.1% | +2.2% | +8.7% |
| 3M | +28.4% | -4.7% | +33.1% | +29.9% |
| 6M | +36.7% | +5.6% | +31.2% | +33.3% |
| YTD | +8.4% | -25.1% | +33.5% | +16.6% |
| 1Y | +25.4% | -31.7% | +57.1% | +39.2% |
| 3Y | +3.4% | +33.7% | -30.3% | -12.8% |
| 5Y | -64.8% | +54.4% | -119.1% | -72.6% |
| 10Y | +63.0% | +236.4% | -173.5% | +2.6% |
| All | +63.0% | +241.3% | -178.3% | +2.6% |
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 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