+8.0%
ELF vs LDOS
+35.4%
-27.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -2.7% | -3.7% | +0.9% | -2.1% |
| 30D | +6.9% | +16.4% | -9.5% | +3.4% |
| 3M | +27.2% | +7.4% | +19.8% | +24.9% |
| 6M | +84.9% | -0.3% | +85.2% | +83.5% |
| YTD | +44.5% | -24.0% | +68.5% | +48.3% |
| 1Y | -6.8% | -29.6% | +22.8% | -2.8% |
| All | +8.0% | +35.4% | -27.3% | -1.0% |
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