+24.9%
ESI vs LDOS
-27.6%
+52.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.6% |
| 7D | -6.6% | -2.8% | -3.8% | -6.7% |
| 30D | -10.9% | +13.6% | -24.5% | -11.0% |
| 3M | -13.8% | +4.2% | -18.0% | -13.7% |
| 6M | -21.5% | -8.2% | -13.3% | -16.9% |
| YTD | +34.7% | -24.1% | +58.8% | +46.5% |
| 1Y | +24.9% | -31.2% | +56.1% | +49.9% |
| All | +24.9% | -27.6% | +52.5% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling