+110.5%
ENB vs LDOS
+226.9%
-116.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.7% | -1.6% | +3.3% | +2.1% |
| 30D | +0.7% | +8.2% | -7.6% | -1.7% |
| 3M | -5.8% | -8.2% | +2.4% | -3.9% |
| 6M | -11.3% | +5.8% | -17.2% | -13.7% |
| YTD | +3.7% | -27.0% | +30.7% | +11.8% |
| 1Y | +2.8% | -31.0% | +33.8% | +12.8% |
| 3Y | +67.7% | +29.3% | +38.4% | +40.6% |
| 5Y | +57.1% | +48.7% | +8.4% | +21.9% |
| All | +110.5% | +226.9% | -116.4% | +37.6% |
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