-57.3%
EOSE vs LDOS
+63.9%
-121.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.7% | +12.2% |
| 7D | +41.4% | -7.1% | +48.6% | +46.0% |
| 30D | +3.6% | -6.1% | +9.7% | +6.3% |
| 3M | -35.7% | +5.6% | -41.3% | -38.1% |
| 6M | -29.9% | -26.9% | -2.9% | -17.7% |
| YTD | -62.5% | -27.9% | -34.6% | -56.4% |
| 1Y | -37.4% | -26.8% | -10.6% | -27.4% |
| 3Y | +55.8% | +39.6% | +16.2% | +8.6% |
| 5Y | -67.8% | +39.4% | -107.2% | -77.2% |
| All | -57.3% | +63.9% | -121.2% | -67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling