+56.3%
ENTG vs LDOS
+35.8%
+20.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +9.0% |
| 7D | -7.6% | -5.8% | -1.8% | -6.7% |
| 30D | -15.5% | +11.6% | -27.0% | -17.4% |
| 3M | -7.8% | -1.0% | -6.8% | -7.8% |
| 6M | -5.9% | +5.1% | -11.0% | -6.5% |
| YTD | +66.7% | -24.0% | +90.8% | +84.3% |
| 1Y | +62.1% | -30.3% | +92.4% | +87.0% |
| 3Y | +56.3% | +37.0% | +19.3% | +29.2% |
| All | +56.3% | +35.8% | +20.4% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling