+124.8%
LDOS vs ESTC
+20.3%
+104.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +0.7% |
| 7D | -3.7% | -18.5% | +14.8% | -1.6% |
| 30D | +16.4% | -11.0% | +27.4% | +17.7% |
| 3M | +7.4% | +20.8% | -13.4% | +4.8% |
| 6M | -0.3% | +67.9% | -68.2% | -6.3% |
| YTD | -24.0% | +11.6% | -35.6% | -25.9% |
| 1Y | -29.6% | -3.3% | -26.3% | -30.5% |
| 3Y | +35.1% | +16.4% | +18.7% | +26.0% |
| 5Y | +52.9% | -49.9% | +102.8% | +54.3% |
| All | +124.8% | +20.3% | +104.6% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling