+1,145.7%
ENTG vs LDOS
+494.7%
+651.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.6% | +5.9% |
| 7D | +2.8% | -5.4% | +8.2% | +5.7% |
| 30D | -4.7% | +4.9% | -9.6% | -7.4% |
| 3M | -0.7% | +7.2% | -7.9% | -5.9% |
| 6M | +7.7% | -24.2% | +32.0% | +21.2% |
| YTD | +65.1% | -25.8% | +90.9% | +85.5% |
| 1Y | +74.8% | -24.7% | +99.5% | +94.7% |
| 3Y | +36.9% | +39.3% | -2.4% | +5.8% |
| 5Y | +16.1% | +43.3% | -27.2% | -14.8% |
| 10Y | +740.3% | +278.6% | +461.8% | +223.5% |
| All | +1,145.7% | +494.7% | +651.0% | +225.4% |
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