-82.6%
EOSE vs LDOS
+48.3%
-130.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.7% |
| 7D | +9.8% | -1.6% | +11.4% | +10.5% |
| 30D | -2.1% | +8.2% | -10.3% | -6.8% |
| 3M | -54.1% | -8.2% | -45.9% | -52.8% |
| 6M | -76.9% | +5.8% | -82.8% | -78.2% |
| YTD | -83.3% | -27.0% | -56.4% | -80.6% |
| 1Y | -87.4% | -31.0% | -56.5% | -84.7% |
| 3Y | +61.9% | +29.3% | +32.6% | +0.9% |
| All | -82.6% | +48.3% | -130.9% | -90.0% |
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