+106.8%
ELAN vs LDOS
+39.7%
+67.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.6% |
| 7D | +0.3% | -7.1% | +7.4% | +1.6% |
| 30D | +8.4% | -6.1% | +14.4% | +9.6% |
| 3M | +1.2% | +5.6% | -4.4% | -0.4% |
| 6M | +2.6% | -26.9% | +29.5% | +10.6% |
| YTD | +5.9% | -27.9% | +33.8% | +13.9% |
| 1Y | +25.8% | -26.8% | +52.6% | +34.7% |
| 3Y | +106.8% | +39.6% | +67.2% | +80.9% |
| All | +106.8% | +39.7% | +67.1% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling