+164.5%
EQX vs LDOS
+35.8%
+128.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +4.7% |
| 7D | +19.9% | -5.8% | +25.8% | +20.6% |
| 30D | +5.9% | +11.6% | -5.7% | +4.6% |
| 3M | +4.6% | -1.0% | +5.6% | +4.5% |
| 6M | -15.1% | +5.1% | -20.2% | -16.2% |
| YTD | -13.5% | -24.0% | +10.5% | -12.3% |
| 1Y | +3.7% | -30.3% | +34.0% | +5.5% |
| 3Y | +164.5% | +37.0% | +127.5% | +149.8% |
| All | +164.5% | +35.8% | +128.7% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling