+328.8%
ELF vs LDOS
+269.9%
+58.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | -1.5% | -2.8% | +1.3% | -0.6% |
| 30D | +9.5% | +13.6% | -4.1% | +4.0% |
| 3M | +29.4% | +4.2% | +25.1% | +26.6% |
| 6M | +83.7% | -8.2% | +91.9% | +87.9% |
| YTD | +49.4% | -24.1% | +73.5% | +62.1% |
| 1Y | -3.9% | -31.2% | +27.3% | +8.5% |
| 3Y | +18.2% | +35.0% | -16.8% | -3.9% |
| 5Y | +276.1% | +52.6% | +223.5% | +179.6% |
| 10Y | +332.4% | +261.9% | +70.5% | +154.1% |
| All | +328.8% | +269.9% | +58.9% | +158.6% |
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