+107.1%
ENB vs LDOS
+278.0%
-171.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -0.2% | -5.4% | +5.2% | +1.3% |
| 30D | -2.2% | +4.9% | -7.1% | -3.8% |
| 3M | -10.5% | +7.2% | -17.7% | -12.9% |
| 6M | -5.1% | -24.2% | +19.2% | +2.2% |
| YTD | +9.0% | -25.8% | +34.8% | +17.1% |
| 1Y | +8.2% | -24.7% | +32.9% | +15.4% |
| 3Y | +67.8% | +39.3% | +28.5% | +37.8% |
| 5Y | +69.4% | +43.3% | +26.1% | +34.8% |
| All | +107.1% | +278.0% | -171.0% | +39.1% |
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