+39.4%
ESI vs LDOS
+54.3%
-14.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -6.6% | +1.9% | -8.5% | -7.0% |
| 30D | -9.8% | +12.8% | -22.6% | -12.7% |
| 3M | -11.9% | -1.0% | -10.9% | -12.1% |
| 6M | -25.1% | +6.2% | -31.3% | -26.7% |
| YTD | +31.9% | -23.2% | +55.1% | +42.2% |
| 1Y | +19.2% | -29.5% | +48.7% | +32.6% |
| 3Y | +76.2% | +37.1% | +39.1% | +53.8% |
| 5Y | +39.4% | +55.6% | -16.2% | +16.5% |
| All | +39.4% | +54.3% | -14.9% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling