+342.0%
EAT vs LDOS
+43.9%
+298.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | 0.0% | -5.4% | +5.4% | +1.1% |
| 30D | +1.9% | +4.9% | -3.0% | +0.6% |
| 3M | +68.7% | +7.2% | +61.5% | +65.3% |
| 6M | +66.9% | -24.2% | +91.1% | +77.8% |
| YTD | +60.4% | -25.8% | +86.2% | +70.4% |
| 1Y | +44.0% | -24.7% | +68.7% | +51.3% |
| 3Y | +604.7% | +39.3% | +565.4% | +475.2% |
| All | +342.0% | +43.9% | +298.1% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling