+555.7%
ETN vs LDOS
+228.4%
+327.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | +0.3% |
| 7D | +10.1% | -3.5% | +13.6% | +11.5% |
| 30D | -15.9% | +9.5% | -25.4% | -19.4% |
| 3M | -21.7% | -6.3% | -15.4% | -20.7% |
| 6M | -10.1% | +2.8% | -12.9% | -13.0% |
| YTD | +14.0% | -26.6% | +40.7% | +24.8% |
| 1Y | -1.7% | -31.3% | +29.6% | +10.9% |
| 3Y | +67.9% | +30.9% | +36.9% | +34.2% |
| 5Y | +125.5% | +49.4% | +76.2% | +64.5% |
| All | +555.7% | +228.4% | +327.3% | +275.1% |
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 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