-71.4%
EOSE vs LDOS
+43.9%
-115.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.3% | +10.6% |
| 7D | +19.0% | -5.4% | +24.4% | +22.3% |
| 30D | +1.6% | +4.9% | -3.3% | -1.6% |
| 3M | -52.0% | +7.2% | -59.2% | -54.2% |
| 6M | -42.5% | -24.2% | -18.3% | -32.3% |
| YTD | -66.1% | -25.8% | -40.3% | -60.4% |
| 1Y | -47.1% | -24.7% | -22.4% | -38.3% |
| 3Y | +0.8% | +39.3% | -38.5% | -38.3% |
| All | -71.4% | +43.9% | -115.3% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling