+45.2%
LDOS vs EFV
+96.9%
-51.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -5.4% | +1.5% | -6.9% | -5.9% |
| 30D | +4.9% | +1.7% | +3.1% | +4.2% |
| 3M | +7.2% | +8.6% | -1.5% | +3.9% |
| 6M | -24.2% | +11.7% | -35.9% | -27.4% |
| YTD | -25.8% | +19.3% | -45.1% | -30.9% |
| 1Y | -24.7% | +30.2% | -54.9% | -32.4% |
| 3Y | +39.3% | +91.6% | -52.3% | +6.6% |
| All | +45.2% | +96.9% | -51.6% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling