-31.7%
LDOS vs EFV
+20.5%
-52.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.3% | -1.0% | -0.3% | -1.3% |
| 30D | +10.1% | +3.1% | +7.0% | +9.7% |
| 3M | -4.7% | -1.2% | -3.4% | -4.6% |
| 6M | +5.6% | +5.6% | -0.1% | +4.8% |
| YTD | -25.1% | +15.8% | -40.9% | -30.5% |
| 1Y | -31.7% | +20.0% | -51.7% | -38.3% |
| All | -31.7% | +20.5% | -52.2% | -38.3% |
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