+561.5%
ETN vs LDOS
+262.7%
+298.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +4.3% |
| 7D | -1.8% | -5.8% | +4.0% | 0.0% |
| 30D | -16.4% | +11.6% | -27.9% | -20.3% |
| 3M | -19.9% | -1.0% | -18.9% | -20.5% |
| 6M | -10.3% | +5.1% | -15.3% | -13.8% |
| YTD | +13.8% | -24.0% | +37.8% | +22.9% |
| 1Y | -3.1% | -30.3% | +27.2% | +9.0% |
| 3Y | +70.1% | +37.0% | +33.2% | +33.7% |
| 5Y | +122.3% | +53.4% | +68.9% | +61.0% |
| 10Y | +561.5% | +252.0% | +309.5% | +263.0% |
| All | +561.5% | +262.7% | +298.8% | +263.0% |
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