+507.3%
EAT vs LDOS
+35.4%
+471.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -3.3% | -3.7% | +0.4% | -2.9% |
| 30D | +11.7% | +16.4% | -4.7% | +9.8% |
| 3M | -5.9% | +7.4% | -13.3% | -6.9% |
| 6M | +46.7% | -0.3% | +47.1% | +46.9% |
| YTD | +48.2% | -24.0% | +72.2% | +54.0% |
| 1Y | +105.4% | -29.6% | +135.0% | +117.2% |
| All | +507.3% | +35.4% | +471.9% | +335.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling