+498.1%
LDOS vs ES
+478.6%
+19.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | +4.9% | -2.0% | +6.8% | +5.6% |
| 3M | +7.2% | +1.7% | +5.5% | +6.4% |
| 6M | -24.2% | -3.5% | -20.7% | -23.5% |
| YTD | -25.8% | +7.9% | -33.7% | -28.4% |
| 1Y | -24.7% | +17.2% | -41.9% | -30.1% |
| 3Y | +39.3% | +29.3% | +10.0% | +20.8% |
| 5Y | +43.3% | -5.7% | +49.1% | +40.4% |
| 10Y | +278.6% | +85.2% | +193.4% | +175.6% |
| All | +498.1% | +478.6% | +19.5% | +298.8% |
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