+107.6%
ENB vs LDOS
+241.3%
-133.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | +2.0% | +10.1% | -8.1% | -0.9% |
| 3M | -5.8% | -4.7% | -1.2% | -4.9% |
| 6M | -9.7% | +5.6% | -15.3% | -12.0% |
| YTD | +4.2% | -25.1% | +29.3% | +11.5% |
| 1Y | +3.2% | -31.7% | +34.9% | +13.7% |
| 3Y | +70.6% | +33.7% | +36.9% | +41.6% |
| 5Y | +55.1% | +54.4% | +0.8% | +19.0% |
| 10Y | +107.6% | +236.4% | -128.8% | +37.8% |
| All | +107.6% | +241.3% | -133.7% | +37.8% |
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