-37.4%
EOSE vs LDOS
-26.7%
-10.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.7% | +11.5% |
| 7D | +41.4% | -7.1% | +48.6% | +43.6% |
| 30D | +3.6% | -6.1% | +9.7% | +5.0% |
| 3M | -35.7% | +5.6% | -41.3% | -35.3% |
| 6M | -29.9% | -26.9% | -2.9% | -17.5% |
| YTD | -62.5% | -27.9% | -34.6% | -56.3% |
| 1Y | -37.4% | -26.8% | -10.6% | -20.7% |
| All | -37.4% | -26.7% | -10.7% | -20.7% |
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