-31.2%
LDOS vs ES
-1.6%
-29.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -2.8% | +5.3% | -8.1% | -3.3% |
| 30D | +13.6% | +8.9% | +4.7% | +12.6% |
| 3M | +4.2% | -1.9% | +6.2% | +4.0% |
| 6M | -8.2% | +3.9% | -12.1% | -8.5% |
| YTD | -24.1% | +8.3% | -32.4% | -24.3% |
| 1Y | -31.2% | -0.1% | -31.1% | -31.3% |
| All | -31.2% | -1.6% | -29.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling