-90.2%
EOSE vs LDOS
-30.4%
-59.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.3% | +5.7% | +7.9% |
| 7D | +6.8% | -5.8% | +12.6% | +6.9% |
| 30D | -25.4% | +11.6% | -37.0% | -26.4% |
| 3M | -54.7% | -1.0% | -53.7% | -54.4% |
| 6M | -76.5% | +5.1% | -81.6% | -75.8% |
| YTD | -83.6% | -24.0% | -59.5% | -82.2% |
| All | -90.2% | -30.4% | -59.8% | -86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling