+565.6%
EL vs LDOS
+494.7%
+70.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +0.8% | -5.4% | +6.2% | +2.5% |
| 30D | +19.8% | +4.9% | +15.0% | +17.9% |
| 3M | +25.7% | +7.2% | +18.5% | +22.4% |
| 6M | +5.4% | -24.2% | +29.7% | +14.3% |
| YTD | +0.2% | -25.8% | +26.0% | +8.3% |
| 1Y | +20.4% | -24.7% | +45.2% | +29.2% |
| 3Y | -32.1% | +39.3% | -71.4% | -42.0% |
| 5Y | -67.2% | +43.3% | -110.5% | -72.7% |
| 10Y | +31.7% | +278.6% | -246.8% | -21.6% |
| All | +565.6% | +494.7% | +70.8% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling