+224.5%
EQT vs LDOS
+500.4%
-275.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +2.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | -0.7% | +10.1% | -10.8% | -4.3% |
| 3M | -2.8% | -4.7% | +1.9% | -1.7% |
| 6M | -6.1% | +5.6% | -11.6% | -9.3% |
| YTD | -0.5% | -25.1% | +24.6% | +7.8% |
| 1Y | -12.1% | -31.7% | +19.5% | -1.4% |
| 3Y | +40.4% | +33.7% | +6.7% | +17.4% |
| 5Y | +167.8% | +54.4% | +113.4% | +109.7% |
| 10Y | +61.8% | +236.4% | -174.6% | -14.1% |
| All | +224.5% | +500.4% | -275.9% | +21.1% |
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