+318.5%
ESI vs LDOS
+226.9%
+91.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +5.5% | -1.6% | +7.1% | +6.2% |
| 30D | -7.8% | +8.2% | -16.0% | -11.2% |
| 3M | -15.0% | -8.2% | -6.8% | -13.0% |
| 6M | -24.9% | +5.8% | -30.7% | -28.4% |
| YTD | +33.2% | -27.0% | +60.2% | +48.1% |
| 1Y | +24.9% | -31.0% | +55.9% | +42.8% |
| 3Y | +77.8% | +29.3% | +48.5% | +45.1% |
| 5Y | +37.1% | +48.7% | -11.6% | +0.9% |
| All | +318.5% | +226.9% | +91.6% | +92.7% |
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