+68.8%
ENB vs LDOS
+39.7%
+29.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -0.2% | -5.4% | +5.2% | +0.1% |
| 30D | -2.2% | +4.9% | -7.1% | -2.5% |
| 3M | -10.5% | +7.2% | -17.7% | -10.9% |
| 6M | -5.1% | -24.2% | +19.2% | -3.5% |
| YTD | +9.0% | -25.8% | +34.8% | +10.7% |
| 1Y | +8.2% | -24.7% | +32.9% | +9.8% |
| All | +68.8% | +39.7% | +29.1% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling