+544.5%
EOG vs LDOS
+494.7%
+49.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +1.3% | -5.4% | +6.7% | +3.7% |
| 30D | +8.2% | +4.9% | +3.3% | +5.7% |
| 3M | +3.8% | +7.2% | -3.4% | -0.4% |
| 6M | +15.3% | -24.2% | +39.6% | +28.2% |
| YTD | +41.7% | -25.8% | +67.5% | +56.8% |
| 1Y | +23.6% | -24.7% | +48.3% | +35.2% |
| 3Y | +23.3% | +39.3% | -16.0% | -3.6% |
| 5Y | +170.4% | +43.3% | +127.1% | +105.9% |
| 10Y | +125.5% | +278.6% | -153.1% | +7.1% |
| All | +544.5% | +494.7% | +49.8% | +121.3% |
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