+498.3%
LDOS vs EFV
+157.1%
+341.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.6% |
| 7D | -7.2% | -0.7% | -6.5% | -6.9% |
| 30D | +16.8% | +0.9% | +16.0% | +16.3% |
| 3M | -1.6% | -3.6% | +2.0% | +0.1% |
| 6M | -1.0% | +2.5% | -3.5% | -2.4% |
| YTD | -25.8% | +13.2% | -39.0% | -30.8% |
| 1Y | -31.1% | +20.3% | -51.4% | -37.7% |
| 3Y | +32.8% | +84.9% | -52.1% | -4.5% |
| 5Y | +49.4% | +87.7% | -38.3% | +5.4% |
| 10Y | +253.9% | +160.7% | +93.1% | +111.0% |
| All | +498.3% | +157.1% | +341.2% | +277.7% |
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