+1,020.9%
ENTG vs LDOS
+509.1%
+511.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.1% | -12.8% | -12.7% |
| 7D | -22.0% | -3.7% | -18.3% | -20.8% |
| 30D | -25.2% | +16.4% | -41.6% | -31.3% |
| 3M | -14.2% | +7.4% | -21.6% | -18.9% |
| 6M | -16.3% | -0.3% | -16.0% | -18.9% |
| YTD | +48.5% | -24.0% | +72.5% | +62.5% |
| 1Y | +41.4% | -29.6% | +71.0% | +61.3% |
| 3Y | +36.7% | +35.1% | +1.6% | +6.3% |
| 5Y | -12.5% | +52.9% | -65.4% | -38.7% |
| 10Y | +734.4% | +262.2% | +472.2% | +226.8% |
| All | +1,020.9% | +509.1% | +511.8% | +184.9% |
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 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