+55.3%
EL vs LDOS
+248.5%
-193.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +3.0% |
| 7D | +0.8% | -7.2% | +8.0% | +3.0% |
| 30D | +16.5% | +16.8% | -0.3% | +10.7% |
| 3M | +29.2% | -1.6% | +30.8% | +29.4% |
| 6M | +27.9% | -1.0% | +28.9% | +27.3% |
| YTD | +6.2% | -25.8% | +32.0% | +14.5% |
| 1Y | +27.2% | -31.1% | +58.3% | +40.6% |
| 3Y | +3.2% | +32.8% | -29.6% | -12.7% |
| 5Y | -66.0% | +49.4% | -115.4% | -73.2% |
| All | +55.3% | +248.5% | -193.1% | +2.4% |
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