+270.0%
ELV vs LDOS
+274.0%
-4.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +3.3% | -5.4% | +8.7% | +5.2% |
| 30D | +4.2% | +4.9% | -0.7% | +2.2% |
| 3M | -0.1% | +7.2% | -7.3% | -3.3% |
| 6M | +41.3% | -24.2% | +65.5% | +54.5% |
| YTD | +17.4% | -25.8% | +43.2% | +28.2% |
| 1Y | +35.1% | -24.7% | +59.8% | +46.4% |
| 3Y | -3.2% | +39.3% | -42.5% | -22.4% |
| 5Y | +15.6% | +43.3% | -27.7% | -10.6% |
| All | +270.0% | +274.0% | -4.0% | +118.0% |
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 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