-82.0%
EOSE vs LDOS
+66.8%
-148.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.1% | -7.0% | -8.1% |
| 7D | -3.7% | -3.5% | -0.3% | -2.3% |
| 30D | -22.0% | +9.5% | -31.5% | -25.8% |
| 3M | -57.3% | -6.3% | -51.0% | -56.7% |
| 6M | -77.7% | +2.8% | -80.5% | -78.4% |
| YTD | -84.2% | -26.6% | -57.6% | -82.0% |
| 1Y | -89.5% | -31.3% | -58.2% | -87.5% |
| 3Y | +41.4% | +30.9% | +10.5% | +2.1% |
| 5Y | -83.0% | +49.4% | -132.4% | -88.3% |
| All | -82.0% | +66.8% | -148.8% | -86.6% |
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