+314.0%
ESI vs LDOS
+278.0%
+36.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +3.3% | -5.4% | +8.7% | +5.7% |
| 30D | -5.9% | +4.9% | -10.8% | -8.1% |
| 3M | -14.1% | +7.2% | -21.3% | -17.5% |
| 6M | +6.6% | -24.2% | +30.8% | +18.7% |
| YTD | +45.0% | -25.8% | +70.8% | +61.7% |
| 1Y | +41.5% | -24.7% | +66.2% | +56.8% |
| 3Y | +78.8% | +39.3% | +39.5% | +42.4% |
| 5Y | +70.9% | +43.3% | +27.6% | +30.1% |
| All | +314.0% | +278.0% | +36.0% | +97.7% |
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