-82.7%
EOSE vs LDOS
+68.8%
-151.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -6.4% |
| 7D | -7.9% | -7.2% | -0.7% | -5.2% |
| 30D | -43.9% | +16.8% | -60.7% | -48.3% |
| 3M | -55.8% | -1.6% | -54.2% | -56.2% |
| 6M | -73.4% | -1.0% | -72.4% | -73.8% |
| YTD | -84.8% | -25.8% | -59.0% | -82.8% |
| 1Y | -88.6% | -31.1% | -57.5% | -86.4% |
| 3Y | -2.8% | +32.8% | -35.6% | -30.2% |
| 5Y | -84.6% | +49.4% | -134.0% | -89.4% |
| All | -82.7% | +68.8% | -151.5% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling