+110.8%
EAT vs LDOS
-27.6%
+138.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.3% |
| 7D | -0.1% | -2.8% | +2.7% | -0.2% |
| 30D | +13.5% | +13.6% | -0.1% | +14.4% |
| 3M | +1.0% | +4.2% | -3.2% | +1.2% |
| 6M | +57.3% | -8.2% | +65.5% | +56.1% |
| YTD | +53.6% | -24.1% | +77.7% | +49.9% |
| 1Y | +110.8% | -31.2% | +142.0% | +108.1% |
| All | +110.8% | -27.6% | +138.4% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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