-1.5%
ELV vs LDOS
+32.3%
-33.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | +1.3% | -7.2% | +8.5% | +2.1% |
| 30D | +5.3% | +16.8% | -11.6% | +3.4% |
| 3M | +9.2% | -1.6% | +10.8% | +9.3% |
| 6M | +14.5% | -1.0% | +15.5% | +14.7% |
| YTD | +23.2% | -25.8% | +49.0% | +27.8% |
| 1Y | +38.0% | -31.1% | +69.1% | +45.0% |
| 3Y | -1.5% | +32.8% | -34.3% | -12.3% |
| All | -1.5% | +32.3% | -33.8% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling