+245.4%
EQX vs LDOS
+175.5%
+69.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -1.0% |
| 7D | +3.8% | -7.1% | +10.9% | +4.7% |
| 30D | +9.4% | -6.1% | +15.4% | +10.2% |
| 3M | +16.8% | +5.6% | +11.2% | +15.6% |
| 6M | -23.7% | -26.9% | +3.2% | -20.9% |
| YTD | -9.6% | -27.9% | +18.3% | -6.3% |
| 1Y | +29.1% | -26.8% | +55.9% | +33.3% |
| 3Y | +175.3% | +39.6% | +135.7% | +156.9% |
| 5Y | +77.3% | +39.4% | +37.9% | +64.2% |
| All | +245.4% | +175.5% | +69.8% | +570.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling