-29.5%
LDOS vs EFV
+21.7%
-51.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.9% | +2.1% | -0.3% | +1.5% |
| 30D | +12.8% | +3.1% | +9.7% | +12.3% |
| 3M | -1.0% | -1.3% | +0.3% | -1.0% |
| 6M | +6.2% | +6.0% | +0.2% | +5.4% |
| YTD | -23.2% | +15.8% | -39.1% | -28.8% |
| 1Y | -29.5% | +21.1% | -50.6% | -36.8% |
| All | -29.5% | +21.7% | -51.2% | -36.8% |
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