+80.5%
ESI vs LDOS
+39.7%
+40.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +3.3% | -5.4% | +8.7% | +4.6% |
| 30D | -5.9% | +4.9% | -10.8% | -7.1% |
| 3M | -14.1% | +7.2% | -21.3% | -15.4% |
| 6M | +6.6% | -24.2% | +30.8% | +16.7% |
| YTD | +45.0% | -25.8% | +70.8% | +58.8% |
| 1Y | +41.5% | -24.7% | +66.2% | +54.6% |
| All | +80.5% | +39.7% | +40.8% | +70.5% |
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