+207.0%
ET vs LDOS
+248.5%
-41.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.2% |
| 7D | -7.9% | -7.2% | -0.7% | -5.6% |
| 30D | -5.9% | +16.8% | -22.8% | -11.0% |
| 3M | -5.2% | -1.6% | -3.7% | -5.2% |
| 6M | +0.3% | -1.0% | +1.3% | -0.6% |
| YTD | +23.1% | -25.8% | +48.9% | +33.7% |
| 1Y | +22.7% | -31.1% | +53.8% | +37.0% |
| 3Y | +75.4% | +32.8% | +42.6% | +41.9% |
| 5Y | +202.6% | +49.4% | +153.2% | +126.3% |
| All | +207.0% | +248.5% | -41.5% | +12.5% |
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