+18.2%
ESI vs LDOS
-31.2%
+49.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +1.8% |
| 7D | -8.5% | -7.2% | -1.3% | -8.8% |
| 30D | -15.7% | +16.8% | -32.5% | -15.9% |
| 3M | -18.2% | -1.6% | -16.7% | -17.9% |
| 6M | -28.8% | -1.0% | -27.9% | -26.2% |
| YTD | +26.3% | -25.8% | +52.0% | +36.9% |
| 1Y | +18.2% | -31.1% | +49.3% | +37.7% |
| All | +18.2% | -31.2% | +49.4% | +37.7% |
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 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