-73.4%
EOSE vs LDOS
-1.7%
-71.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -8.0% |
| 7D | -7.9% | -7.2% | -0.7% | -9.7% |
| 30D | -43.9% | +16.8% | -60.7% | -42.4% |
| 3M | -55.8% | -1.6% | -54.2% | -55.4% |
| 6M | -73.4% | -1.0% | -72.4% | -71.9% |
| All | -73.4% | -1.7% | -71.7% | -71.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling