+512.4%
LDOS vs ES
+492.6%
+19.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.7% |
| 7D | -3.7% | +5.9% | -9.6% | -5.7% |
| 30D | +16.4% | +10.2% | +6.2% | +12.3% |
| 3M | +7.4% | +0.4% | +7.0% | +7.1% |
| 6M | -0.3% | +6.9% | -7.2% | -3.0% |
| YTD | -24.0% | +10.5% | -34.5% | -27.4% |
| 1Y | -29.6% | +3.2% | -32.8% | -31.3% |
| 3Y | +35.1% | +49.0% | -13.9% | +10.8% |
| 5Y | +52.9% | +4.5% | +48.4% | +43.6% |
| 10Y | +262.2% | +92.3% | +169.9% | +159.8% |
| All | +512.4% | +492.6% | +19.9% | +304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling