+195.1%
EQX vs LDOS
+186.4%
+8.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -3.5% |
| 7D | -4.3% | -1.3% | -2.9% | -4.1% |
| 30D | -3.6% | +10.1% | -13.7% | -4.8% |
| 3M | -7.2% | -4.7% | -2.5% | -6.8% |
| 6M | -27.1% | +5.6% | -32.7% | -28.0% |
| YTD | -22.8% | -25.1% | +2.3% | -20.5% |
| 1Y | -12.5% | -31.7% | +19.1% | -9.0% |
| 3Y | +137.8% | +33.7% | +104.1% | +123.1% |
| 5Y | +28.6% | +54.4% | -25.7% | +17.7% |
| All | +195.1% | +186.4% | +8.7% | +468.6% |
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