+103.9%
EOG vs LDOS
+54.3%
+49.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | -2.4% | +1.9% | -4.2% | -2.8% |
| 30D | +2.9% | +12.8% | -9.8% | -0.1% |
| 3M | +7.2% | -1.0% | +8.3% | +7.1% |
| 6M | +18.2% | +6.2% | +12.0% | +15.7% |
| YTD | +48.9% | -23.2% | +72.1% | +57.8% |
| 1Y | +46.7% | -29.5% | +76.2% | +60.0% |
| 3Y | +37.4% | +37.1% | +0.3% | +6.7% |
| 5Y | +103.9% | +55.6% | +48.3% | +44.6% |
| All | +103.9% | +54.3% | +49.6% | +44.6% |
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 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