+32.6%
LDOS vs EFV
+91.3%
-58.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | +10.1% | +3.1% | +7.0% | +9.1% |
| 3M | -4.7% | -1.2% | -3.4% | -4.4% |
| 6M | +5.6% | +5.6% | -0.1% | +3.8% |
| YTD | -25.1% | +15.8% | -40.9% | -29.1% |
| 1Y | -31.7% | +20.0% | -51.7% | -36.2% |
| All | +32.6% | +91.3% | -58.7% | +10.1% |
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