+64.9%
ESI vs LDOS
+35.4%
+29.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.0% |
| 7D | -13.1% | -3.7% | -9.4% | -12.7% |
| 30D | -18.5% | +16.4% | -34.9% | -21.0% |
| 3M | -19.6% | +7.4% | -27.0% | -21.2% |
| 6M | -29.8% | -0.3% | -29.5% | -29.3% |
| YTD | +23.9% | -24.0% | +47.9% | +35.0% |
| 1Y | +15.0% | -29.6% | +44.5% | +29.0% |
| All | +64.9% | +35.4% | +29.6% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling