+270.0%
LDOS vs EFV
+164.4%
+105.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -5.4% | +1.5% | -6.9% | -6.3% |
| 30D | +4.9% | +1.7% | +3.1% | +3.7% |
| 3M | +7.2% | +8.6% | -1.5% | +1.5% |
| 6M | -24.2% | +11.7% | -35.9% | -29.8% |
| YTD | -25.8% | +19.3% | -45.1% | -34.4% |
| 1Y | -24.7% | +30.2% | -54.9% | -37.3% |
| 3Y | +39.3% | +91.6% | -52.3% | -12.2% |
| 5Y | +43.3% | +96.4% | -53.1% | -12.6% |
| All | +270.0% | +164.4% | +105.6% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling