+98.3%
ENB vs LDOS
+262.7%
-164.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.4% |
| 7D | -3.7% | -5.8% | +2.2% | -2.1% |
| 30D | +1.7% | +11.6% | -9.9% | -1.5% |
| 3M | -6.3% | -1.0% | -5.3% | -6.4% |
| 6M | -9.2% | +5.1% | -14.2% | -11.4% |
| YTD | +3.1% | -24.0% | +27.2% | +9.9% |
| 1Y | +3.4% | -30.3% | +33.6% | +13.2% |
| 3Y | +68.9% | +37.0% | +32.0% | +39.2% |
| 5Y | +51.7% | +53.4% | -1.6% | +17.0% |
| 10Y | +98.3% | +252.0% | -153.6% | +35.6% |
| All | +98.3% | +262.7% | -164.3% | +35.6% |
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