+177.3%
ESI vs LDOS
+403.4%
-226.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.1% |
| 7D | -13.1% | -3.7% | -9.4% | -12.1% |
| 30D | -18.5% | +16.4% | -34.9% | -23.7% |
| 3M | -19.6% | +7.4% | -27.0% | -22.9% |
| 6M | -29.8% | -0.3% | -29.5% | -31.1% |
| YTD | +23.9% | -24.0% | +47.9% | +34.6% |
| 1Y | +15.0% | -29.6% | +44.5% | +29.3% |
| 3Y | +64.3% | +35.1% | +29.2% | +35.1% |
| 5Y | +26.3% | +52.9% | -26.6% | -4.4% |
| 10Y | +321.7% | +262.2% | +59.5% | +121.7% |
| All | +177.3% | +403.4% | -226.1% | +29.6% |
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