+687.3%
ETN vs LDOS
+260.1%
+427.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.9% |
| 7D | +8.0% | -7.1% | +15.2% | +11.1% |
| 30D | -5.9% | -6.1% | +0.1% | -3.8% |
| 3M | +5.0% | +5.6% | -0.6% | +1.6% |
| 6M | +22.4% | -26.9% | +49.3% | +37.5% |
| YTD | +33.6% | -27.9% | +61.6% | +48.8% |
| 1Y | +22.1% | -26.8% | +48.9% | +34.7% |
| 3Y | +85.6% | +39.6% | +46.0% | +45.1% |
| 5Y | +179.2% | +39.4% | +139.9% | +112.8% |
| 10Y | +687.3% | +260.0% | +427.4% | +307.9% |
| All | +687.3% | +260.1% | +427.2% | +307.9% |
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