-66.8%
EL vs LDOS
+43.9%
-110.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +0.8% | -5.4% | +6.2% | +2.0% |
| 30D | +19.8% | +4.9% | +15.0% | +18.6% |
| 3M | +25.7% | +7.2% | +18.5% | +23.5% |
| 6M | +5.4% | -24.2% | +29.7% | +10.9% |
| YTD | +0.2% | -25.8% | +26.0% | +5.2% |
| 1Y | +20.4% | -24.7% | +45.2% | +25.7% |
| 3Y | -32.1% | +39.3% | -71.4% | -41.1% |
| All | -66.8% | +43.9% | -110.7% | -72.0% |
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 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