+252.0%
LDOS vs EFV
+165.2%
+86.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +0.6% |
| 7D | -5.8% | +1.7% | -7.6% | -6.9% |
| 30D | +11.6% | +3.4% | +8.1% | +9.2% |
| 3M | -1.0% | -1.7% | +0.7% | -0.1% |
| 6M | +5.1% | +6.4% | -1.4% | +0.7% |
| YTD | -24.0% | +16.3% | -40.3% | -31.8% |
| 1Y | -30.3% | +22.9% | -53.2% | -39.7% |
| 3Y | +37.0% | +92.8% | -55.9% | -14.2% |
| 5Y | +53.4% | +93.5% | -40.1% | -5.7% |
| 10Y | +252.0% | +162.1% | +89.8% | +73.0% |
| All | +252.0% | +165.2% | +86.8% | +73.0% |
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