+692.4%
ENB vs LDOS
+494.7%
+197.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -10.5% | +7.2% | -17.7% | -12.8% |
| 6M | -5.1% | -24.2% | +19.2% | +1.7% |
| YTD | +9.0% | -25.8% | +34.8% | +16.6% |
| 1Y | +8.2% | -24.7% | +32.9% | +15.0% |
| 3Y | +67.8% | +39.3% | +28.5% | +43.3% |
| 5Y | +69.4% | +43.3% | +26.1% | +41.3% |
| 10Y | +117.5% | +278.6% | -161.0% | +36.4% |
| All | +692.4% | +494.7% | +197.6% | +313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling