+557.5%
EOG vs LDOS
+495.0%
+62.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +2.5% |
| 7D | -11.1% | -7.2% | -3.9% | -8.4% |
| 30D | +2.7% | +16.8% | -14.1% | -4.2% |
| 3M | +8.8% | -1.6% | +10.3% | +8.7% |
| 6M | +10.8% | -1.0% | +11.8% | +9.3% |
| YTD | +44.6% | -25.8% | +70.3% | +59.1% |
| 1Y | +44.6% | -31.1% | +75.7% | +64.5% |
| 3Y | +29.5% | +32.8% | -3.3% | +3.4% |
| 5Y | +96.3% | +49.4% | +46.9% | +45.8% |
| 10Y | +122.4% | +253.9% | -131.4% | +8.6% |
| All | +557.5% | +495.0% | +62.5% | +124.6% |
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 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