+224.6%
ESI vs LDOS
+391.5%
-166.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +3.3% | -5.4% | +8.7% | +5.6% |
| 30D | -5.9% | +4.9% | -10.8% | -8.0% |
| 3M | -14.1% | +7.2% | -21.3% | -17.4% |
| 6M | +6.6% | -24.2% | +30.8% | +17.8% |
| YTD | +45.0% | -25.8% | +70.8% | +60.6% |
| 1Y | +41.5% | -24.7% | +66.2% | +55.8% |
| 3Y | +78.8% | +39.3% | +39.5% | +45.7% |
| 5Y | +70.9% | +43.3% | +27.6% | +34.0% |
| 10Y | +317.1% | +278.6% | +38.5% | +117.8% |
| All | +224.6% | +391.5% | -166.9% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling