+589.9%
EL vs LDOS
+509.1%
+80.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -1.1% | -3.7% | +2.6% | 0.0% |
| 30D | +15.3% | +16.4% | -1.1% | +9.8% |
| 3M | +24.2% | +7.4% | +16.8% | +20.9% |
| 6M | +30.9% | -0.3% | +31.2% | +30.0% |
| YTD | +3.9% | -24.0% | +27.9% | +11.1% |
| 1Y | +19.9% | -29.6% | +49.4% | +31.2% |
| 3Y | +2.5% | +35.1% | -32.6% | -11.6% |
| 5Y | -66.7% | +52.9% | -119.6% | -73.0% |
| 10Y | +54.9% | +262.2% | -207.3% | -6.6% |
| All | +589.9% | +509.1% | +80.8% | +226.4% |
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 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