+171.9%
ET vs LDOS
+278.0%
-106.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.9% | -5.4% | +6.3% | +2.8% |
| 30D | +7.5% | +4.9% | +2.6% | +5.5% |
| 3M | +11.4% | +7.2% | +4.2% | +7.9% |
| 6M | +18.5% | -24.2% | +42.8% | +29.5% |
| YTD | +37.4% | -25.8% | +63.2% | +49.8% |
| 1Y | +30.9% | -24.7% | +55.6% | +41.3% |
| 3Y | +98.7% | +39.3% | +59.5% | +57.8% |
| 5Y | +230.7% | +43.3% | +187.4% | +153.7% |
| All | +171.9% | +278.0% | -106.1% | +29.2% |
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