+325.9%
EAT vs LDOS
+241.3%
+84.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.9% |
| 7D | -8.9% | -1.3% | -7.6% | -8.5% |
| 30D | +3.4% | +10.1% | -6.7% | -1.3% |
| 3M | -9.3% | -4.7% | -4.7% | -8.1% |
| 6M | +43.8% | +5.6% | +38.2% | +37.3% |
| YTD | +39.9% | -25.1% | +65.0% | +54.5% |
| 1Y | +89.7% | -31.7% | +121.4% | +119.7% |
| 3Y | +491.3% | +33.7% | +457.5% | +340.9% |
| 5Y | +365.4% | +54.4% | +311.0% | +202.9% |
| 10Y | +325.9% | +236.4% | +89.5% | +148.7% |
| All | +325.9% | +241.3% | +84.6% | +148.7% |
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