-19.5%
ELF vs LDOS
+39.7%
-59.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +5.4% | -5.4% | +10.8% | +6.4% |
| 30D | +27.0% | +4.9% | +22.1% | +25.8% |
| 3M | +113.2% | +7.2% | +106.0% | +110.0% |
| 6M | +36.6% | -24.2% | +60.8% | +40.4% |
| YTD | +44.2% | -25.8% | +70.0% | +47.7% |
| 1Y | -18.0% | -24.7% | +6.7% | -16.1% |
| All | -19.5% | +39.7% | -59.2% | -4.1% |
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