+41.3%
LDOS vs ESTC
+25.2%
+16.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.9% |
| 7D | -5.4% | -8.1% | +2.7% | -4.8% |
| 30D | +4.9% | +31.7% | -26.8% | +2.3% |
| 3M | +7.2% | +41.1% | -33.9% | +3.9% |
| 6M | -24.2% | +77.1% | -101.3% | -27.9% |
| YTD | -25.8% | +21.7% | -47.5% | -27.9% |
| 1Y | -24.7% | +8.4% | -33.1% | -26.5% |
| All | +41.3% | +25.2% | +16.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling