-28.0%
ELAN vs LDOS
+43.9%
-71.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.6% | -5.4% | +7.0% | +3.2% |
| 30D | -6.6% | +4.9% | -11.4% | -8.2% |
| 3M | -0.8% | +7.2% | -8.0% | -3.7% |
| 6M | +0.2% | -24.2% | +24.5% | +9.3% |
| YTD | +8.3% | -25.8% | +34.1% | +17.9% |
| 1Y | +40.2% | -24.7% | +65.0% | +51.6% |
| 3Y | +97.7% | +39.3% | +58.5% | +58.2% |
| All | -28.0% | +43.9% | -71.9% | -44.4% |
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 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