+55.6%
LDOS vs ESTC
-52.1%
+107.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.3% |
| 7D | +1.9% | -3.6% | +5.4% | +2.1% |
| 30D | +12.8% | -11.2% | +24.0% | +13.6% |
| 3M | -1.0% | +14.3% | -15.3% | -2.2% |
| 6M | +6.2% | +67.0% | -60.8% | +2.3% |
| YTD | -23.2% | +15.7% | -38.9% | -24.7% |
| 1Y | -29.5% | -6.3% | -23.2% | -30.2% |
| 3Y | +37.1% | +14.5% | +22.6% | +32.2% |
| 5Y | +55.6% | -49.9% | +105.5% | +43.1% |
| All | +55.6% | -52.1% | +107.7% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling