+1,154.1%
EAT vs LDOS
+494.7%
+659.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | 0.0% | -5.4% | +5.4% | +2.3% |
| 30D | +1.9% | +4.9% | -3.0% | -0.6% |
| 3M | +68.7% | +7.2% | +61.5% | +61.5% |
| 6M | +66.9% | -24.2% | +91.1% | +84.4% |
| YTD | +60.4% | -25.8% | +86.2% | +76.4% |
| 1Y | +44.0% | -24.7% | +68.7% | +56.3% |
| 3Y | +604.7% | +39.3% | +565.4% | +458.2% |
| 5Y | +347.0% | +43.3% | +303.7% | +240.6% |
| 10Y | +390.8% | +278.6% | +112.2% | +164.2% |
| All | +1,154.1% | +494.7% | +659.4% | +422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling