+35.1%
ELV vs LDOS
-24.0%
+59.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +3.3% | -5.4% | +8.7% | +3.7% |
| 30D | +4.2% | +4.9% | -0.7% | +3.8% |
| 3M | -0.1% | +7.2% | -7.3% | -0.2% |
| 6M | +41.3% | -24.2% | +65.5% | +46.9% |
| YTD | +17.4% | -25.8% | +43.2% | +20.7% |
| 1Y | +35.1% | -24.7% | +59.8% | +30.8% |
| All | +35.1% | -24.0% | +59.1% | +30.8% |
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