+377.9%
EAT vs LDOS
+248.5%
+129.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.8% |
| 7D | -2.6% | -7.2% | +4.6% | +0.6% |
| 30D | +11.5% | +16.8% | -5.4% | +3.6% |
| 3M | -9.1% | -1.6% | -7.5% | -9.2% |
| 6M | +40.4% | -1.0% | +41.4% | +38.4% |
| YTD | +43.9% | -25.8% | +69.7% | +59.9% |
| 1Y | +101.9% | -31.1% | +133.0% | +132.8% |
| 3Y | +489.9% | +32.8% | +457.1% | +341.1% |
| 5Y | +362.6% | +49.4% | +313.3% | +207.2% |
| All | +377.9% | +248.5% | +129.4% | +150.2% |
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