-89.5%
EOSE vs LDOS
-32.8%
-56.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.1% | -7.0% | -9.0% |
| 7D | -3.7% | -3.5% | -0.3% | -3.7% |
| 30D | -22.0% | +9.5% | -31.5% | -23.0% |
| 3M | -57.3% | -6.3% | -51.0% | -56.8% |
| 6M | -77.7% | +2.8% | -80.5% | -77.1% |
| YTD | -84.2% | -26.6% | -57.6% | -83.0% |
| 1Y | -89.5% | -31.3% | -58.2% | -86.3% |
| All | -89.5% | -32.8% | -56.7% | -86.3% |
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 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