-31.0%
LDOS vs EFV
+19.5%
-50.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.6% | +2.5% | -4.2% | -2.0% |
| 30D | +8.2% | +2.9% | +5.3% | +7.8% |
| 3M | -8.2% | -1.4% | -6.7% | -8.1% |
| 6M | +5.8% | +5.5% | +0.3% | +5.0% |
| YTD | -27.0% | +16.1% | -43.0% | -32.6% |
| 1Y | -31.0% | +20.3% | -51.3% | -38.4% |
| All | -31.0% | +19.5% | -50.5% | -38.4% |
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