+65.7%
ENTG vs LDOS
-27.6%
+93.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.4% |
| 7D | -10.3% | -2.8% | -7.5% | -10.6% |
| 30D | -14.4% | +13.6% | -27.9% | -12.7% |
| 3M | -1.1% | +4.2% | -5.3% | +0.2% |
| 6M | +3.0% | -8.2% | +11.2% | +9.0% |
| YTD | +70.1% | -24.1% | +94.2% | +82.0% |
| 1Y | +65.7% | -31.2% | +97.0% | +89.9% |
| All | +65.7% | -27.6% | +93.4% | +89.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling