-31.9%
ELAN vs LDOS
+115.9%
-147.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.6% | -5.4% | +7.0% | +3.6% |
| 30D | -6.6% | +4.9% | -11.4% | -8.6% |
| 3M | -0.8% | +7.2% | -8.0% | -4.5% |
| 6M | +0.2% | -24.2% | +24.5% | +10.2% |
| YTD | +8.3% | -25.8% | +34.1% | +18.9% |
| 1Y | +40.2% | -24.7% | +65.0% | +52.9% |
| 3Y | +97.7% | +39.3% | +58.5% | +59.6% |
| 5Y | -28.3% | +43.3% | -71.6% | -43.8% |
| All | -31.9% | +115.9% | -147.9% | -55.9% |
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