+272.8%
ELV vs LDOS
+262.7%
+10.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.1% | -2.5% |
| 7D | +1.1% | -5.8% | +7.0% | +3.1% |
| 30D | +1.3% | +11.6% | -10.2% | -2.6% |
| 3M | +6.6% | -1.0% | +7.6% | +6.4% |
| 6M | +11.6% | +5.1% | +6.5% | +8.3% |
| YTD | +21.1% | -24.0% | +45.1% | +30.8% |
| 1Y | +34.2% | -30.3% | +64.5% | +49.9% |
| 3Y | -2.9% | +37.0% | -39.9% | -21.8% |
| 5Y | +4.6% | +53.4% | -48.7% | -22.1% |
| 10Y | +272.8% | +252.0% | +20.9% | +102.3% |
| All | +272.8% | +262.7% | +10.2% | +102.3% |
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