+376.3%
EAT vs LDOS
+52.0%
+324.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -3.3% | -3.7% | +0.4% | -2.6% |
| 30D | +11.7% | +16.4% | -4.7% | +8.3% |
| 3M | -5.9% | +7.4% | -13.3% | -7.6% |
| 6M | +46.7% | -0.3% | +47.1% | +46.3% |
| YTD | +48.2% | -24.0% | +72.2% | +56.2% |
| 1Y | +105.4% | -29.6% | +135.0% | +121.3% |
| 3Y | +502.8% | +35.1% | +467.7% | +401.1% |
| 5Y | +376.3% | +52.9% | +323.4% | +267.6% |
| All | +376.3% | +52.0% | +324.3% | +267.6% |
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