+313.8%
ELF vs LDOS
+261.6%
+52.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +5.4% | -5.4% | +10.8% | +7.6% |
| 30D | +27.0% | +4.9% | +22.1% | +24.5% |
| 3M | +113.2% | +7.2% | +106.0% | +106.5% |
| 6M | +36.6% | -24.2% | +60.8% | +50.8% |
| YTD | +44.2% | -25.8% | +70.0% | +58.6% |
| 1Y | -18.0% | -24.7% | +6.7% | -10.6% |
| 3Y | -19.9% | +39.3% | -59.2% | -36.0% |
| 5Y | +257.7% | +43.3% | +214.4% | +174.8% |
| All | +313.8% | +261.6% | +52.3% | +153.0% |
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 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