-28.5%
ELAN vs LDOS
+116.0%
-144.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.3% | +11.0% | +9.5% |
| 7D | +11.6% | -7.2% | +18.8% | +14.3% |
| 30D | +15.1% | +16.8% | -1.7% | +8.6% |
| 3M | +6.4% | -1.6% | +8.0% | +6.2% |
| 6M | -1.7% | -1.0% | -0.7% | -2.7% |
| YTD | +13.7% | -25.8% | +39.5% | +24.3% |
| 1Y | +19.6% | -31.1% | +50.7% | +34.7% |
| 3Y | +175.0% | +32.8% | +142.2% | +125.9% |
| 5Y | -24.5% | +49.4% | -73.9% | -42.1% |
| All | -28.5% | +116.0% | -144.5% | -53.9% |
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 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