+14.1%
EOSE vs LDOS
+39.7%
-25.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.3% | +10.7% |
| 7D | +19.0% | -5.4% | +24.4% | +21.0% |
| 30D | +1.6% | +4.9% | -3.3% | -0.3% |
| 3M | -52.0% | +7.2% | -59.2% | -52.9% |
| 6M | -42.5% | -24.2% | -18.3% | -35.4% |
| YTD | -66.1% | -25.8% | -40.3% | -61.9% |
| 1Y | -47.1% | -24.7% | -22.4% | -40.2% |
| All | +14.1% | +39.7% | -25.6% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling