+304.2%
ESI vs LDOS
+248.5%
+55.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.8% |
| 7D | -8.5% | -7.2% | -1.3% | -6.0% |
| 30D | -15.7% | +16.8% | -32.5% | -21.4% |
| 3M | -18.2% | -1.6% | -16.7% | -18.7% |
| 6M | -28.8% | -1.0% | -27.9% | -30.1% |
| YTD | +26.3% | -25.8% | +52.0% | +39.5% |
| 1Y | +18.2% | -31.1% | +49.3% | +35.4% |
| 3Y | +68.1% | +32.8% | +35.3% | +35.7% |
| 5Y | +28.8% | +49.4% | -20.6% | -5.3% |
| All | +304.2% | +248.5% | +55.8% | +75.9% |
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 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