-31.2%
LDOS vs EFV
+25.8%
-57.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.3% |
| 7D | -2.8% | +2.9% | -5.7% | -3.1% |
| 30D | +13.6% | +3.6% | +10.0% | +13.1% |
| 3M | +4.2% | -0.1% | +4.3% | +4.2% |
| 6M | -8.2% | +9.6% | -17.8% | -9.0% |
| YTD | -24.1% | +17.0% | -41.1% | -29.2% |
| 1Y | -31.2% | +25.7% | -56.9% | -38.5% |
| All | -31.2% | +25.8% | -57.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling