+392.9%
EAT vs LDOS
+278.0%
+114.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | 0.0% | -5.4% | +5.4% | +2.5% |
| 30D | +1.9% | +4.9% | -3.0% | -0.8% |
| 3M | +68.7% | +7.2% | +61.5% | +60.8% |
| 6M | +66.9% | -24.2% | +91.1% | +87.4% |
| YTD | +60.4% | -25.8% | +86.2% | +78.9% |
| 1Y | +44.0% | -24.7% | +68.7% | +57.9% |
| 3Y | +604.7% | +39.3% | +565.4% | +415.1% |
| 5Y | +347.0% | +43.3% | +303.7% | +207.9% |
| All | +392.9% | +278.0% | +114.9% | +165.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling