-66.0%
EL vs LDOS
+49.1%
-115.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.7% |
| 7D | +0.8% | -7.2% | +8.0% | +2.3% |
| 30D | +16.5% | +16.8% | -0.3% | +12.5% |
| 3M | +29.2% | -1.6% | +30.8% | +29.4% |
| 6M | +27.9% | -1.0% | +28.9% | +27.4% |
| YTD | +6.2% | -25.8% | +32.0% | +11.3% |
| 1Y | +27.2% | -31.1% | +58.3% | +35.6% |
| 3Y | +3.2% | +32.8% | -29.6% | -10.1% |
| All | -66.0% | +49.1% | -115.1% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling