+163.4%
ET vs LDOS
+228.4%
-65.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | +3.0% | -3.5% | +6.5% | +4.2% |
| 30D | -3.5% | +9.5% | -13.0% | -6.6% |
| 3M | -5.6% | -6.3% | +0.7% | -4.1% |
| 6M | +0.5% | +2.8% | -2.3% | -1.7% |
| YTD | +26.3% | -26.6% | +53.0% | +37.5% |
| 1Y | +25.7% | -31.3% | +57.0% | +40.1% |
| 3Y | +85.1% | +30.9% | +54.1% | +51.1% |
| 5Y | +216.4% | +49.4% | +167.0% | +137.7% |
| All | +163.4% | +228.4% | -65.0% | +48.3% |
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