+32.8%
LDOS vs EFV
+84.2%
-51.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -7.2% | -0.7% | -6.5% | -7.0% |
| 30D | +16.8% | +0.9% | +16.0% | +16.5% |
| 3M | -1.6% | -3.6% | +2.0% | -0.6% |
| 6M | -1.0% | +2.5% | -3.5% | -1.8% |
| YTD | -25.8% | +13.2% | -39.0% | -29.2% |
| 1Y | -31.1% | +20.3% | -51.4% | -35.9% |
| 3Y | +32.8% | +84.9% | -52.1% | +9.8% |
| All | +32.8% | +84.2% | -51.4% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling