+608.4%
ELV vs LDOS
+495.0%
+113.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | +1.3% | -7.2% | +8.5% | +3.8% |
| 30D | +5.3% | +16.8% | -11.6% | -0.4% |
| 3M | +9.2% | -1.6% | +10.8% | +9.3% |
| 6M | +14.5% | -1.0% | +15.5% | +13.4% |
| YTD | +23.2% | -25.8% | +49.0% | +33.5% |
| 1Y | +38.0% | -31.1% | +69.1% | +53.6% |
| 3Y | -1.5% | +32.8% | -34.3% | -16.9% |
| 5Y | +8.5% | +49.4% | -40.9% | -14.3% |
| 10Y | +309.5% | +253.9% | +55.6% | +134.0% |
| All | +608.4% | +495.0% | +113.4% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling