+512.4%
LDOS vs EFV
+160.7%
+351.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.0% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | +16.4% | +1.2% | +15.2% | +15.7% |
| 3M | +7.4% | -2.1% | +9.5% | +8.4% |
| 6M | -0.3% | +6.4% | -6.8% | -3.7% |
| YTD | -24.0% | +14.8% | -38.8% | -29.7% |
| 1Y | -29.6% | +22.4% | -52.0% | -36.9% |
| 3Y | +35.1% | +86.6% | -51.5% | -3.3% |
| 5Y | +52.9% | +90.4% | -37.5% | +7.1% |
| 10Y | +262.2% | +164.4% | +97.8% | +114.4% |
| All | +512.4% | +160.7% | +351.7% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling