+268.7%
ELV vs LDOS
+241.3%
+27.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | +1.8% | +10.1% | -8.4% | -1.8% |
| 3M | +10.5% | -4.7% | +15.2% | +11.8% |
| 6M | +13.5% | +5.6% | +7.9% | +9.9% |
| YTD | +24.3% | -25.1% | +49.4% | +34.9% |
| 1Y | +38.9% | -31.7% | +70.6% | +56.3% |
| 3Y | -1.5% | +33.7% | -35.2% | -19.8% |
| 5Y | +7.3% | +54.4% | -47.1% | -20.5% |
| 10Y | +268.7% | +236.4% | +32.3% | +112.4% |
| All | +268.7% | +241.3% | +27.4% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling