+721.8%
ENTG vs LDOS
+248.5%
+473.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.5% |
| 7D | -17.1% | -7.2% | -9.9% | -14.9% |
| 30D | -23.0% | +16.8% | -39.8% | -28.1% |
| 3M | -10.2% | -1.6% | -8.6% | -10.8% |
| 6M | -17.8% | -1.0% | -16.8% | -19.2% |
| YTD | +52.4% | -25.8% | +78.1% | +67.5% |
| 1Y | +49.8% | -31.1% | +80.9% | +70.8% |
| 3Y | +42.1% | +32.8% | +9.3% | +15.5% |
| 5Y | -10.2% | +49.4% | -59.6% | -33.1% |
| All | +721.8% | +248.5% | +473.4% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling