+51.7%
ENB vs LDOS
+51.2%
+0.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.8% |
| 7D | -3.7% | -5.8% | +2.2% | -2.9% |
| 30D | +1.7% | +11.6% | -9.9% | +0.1% |
| 3M | -6.3% | -1.0% | -5.3% | -6.3% |
| 6M | -9.2% | +5.1% | -14.2% | -10.2% |
| YTD | +3.1% | -24.0% | +27.2% | +7.0% |
| 1Y | +3.4% | -30.3% | +33.6% | +9.0% |
| 3Y | +68.9% | +37.0% | +32.0% | +43.7% |
| 5Y | +51.7% | +53.4% | -1.6% | +22.5% |
| All | +51.7% | +51.2% | +0.6% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling