-29.6%
LDOS vs ESTC
-4.6%
-25.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +1.0% |
| 7D | -3.7% | -18.5% | +14.8% | -0.7% |
| 30D | +16.4% | -11.0% | +27.4% | +18.2% |
| 3M | +7.4% | +20.8% | -13.4% | +3.3% |
| 6M | -0.3% | +67.9% | -68.2% | -9.1% |
| YTD | -24.0% | +11.6% | -35.6% | -27.6% |
| 1Y | -29.6% | -3.3% | -26.3% | -32.3% |
| All | -29.6% | -4.6% | -25.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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