+203.4%
ET vs LDOS
+51.2%
+152.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | -4.4% | -5.8% | +1.4% | -3.5% |
| 30D | -4.8% | +11.6% | -16.3% | -6.7% |
| 3M | -3.4% | -1.0% | -2.4% | -3.5% |
| 6M | +2.2% | +5.1% | -2.9% | +0.8% |
| YTD | +24.2% | -24.0% | +48.2% | +29.8% |
| 1Y | +24.5% | -30.3% | +54.8% | +32.6% |
| 3Y | +83.6% | +37.0% | +46.7% | +54.5% |
| 5Y | +203.4% | +53.4% | +150.0% | +147.6% |
| All | +203.4% | +51.2% | +152.2% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling