-81.3%
EOSE vs LDOS
+72.7%
-154.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.3% | +5.7% | +7.0% |
| 7D | +6.8% | -5.8% | +12.6% | +9.4% |
| 30D | -25.4% | +11.6% | -37.0% | -29.4% |
| 3M | -54.7% | -1.0% | -53.7% | -55.1% |
| 6M | -76.5% | +5.1% | -81.6% | -77.5% |
| YTD | -83.6% | -24.0% | -59.5% | -81.6% |
| 1Y | -89.7% | -30.3% | -59.4% | -87.8% |
| 3Y | +38.7% | +37.0% | +1.8% | -2.0% |
| 5Y | -82.9% | +53.4% | -136.3% | -88.4% |
| All | -81.3% | +72.7% | -154.1% | -86.3% |
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