+45.2%
LDOS vs ES
-5.6%
+50.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | +4.9% | -2.0% | +6.8% | +5.3% |
| 3M | +7.2% | +1.7% | +5.5% | +6.8% |
| 6M | -24.2% | -3.5% | -20.7% | -23.8% |
| YTD | -25.8% | +7.9% | -33.7% | -27.2% |
| 1Y | -24.7% | +17.2% | -41.9% | -27.8% |
| 3Y | +39.3% | +29.3% | +10.0% | +28.5% |
| All | +45.2% | -5.6% | +50.9% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling