+39.9%
ELV vs LDOS
-27.6%
+67.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.9% |
| 7D | +4.8% | -2.8% | +7.6% | +4.9% |
| 30D | +10.1% | +13.6% | -3.5% | +9.4% |
| 3M | +15.4% | +4.2% | +11.1% | +15.1% |
| 6M | +17.7% | -8.2% | +25.9% | +19.0% |
| YTD | +25.7% | -24.1% | +49.8% | +26.5% |
| 1Y | +39.9% | -31.2% | +71.1% | +43.6% |
| All | +39.9% | -27.6% | +67.5% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling