+64.5%
ETN vs LDOS
+30.5%
+34.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.7% |
| 7D | +3.6% | -1.6% | +5.2% | +3.7% |
| 30D | -13.4% | +8.2% | -21.6% | -14.6% |
| 3M | -21.9% | -8.2% | -13.7% | -21.2% |
| 6M | -12.8% | +5.8% | -18.6% | -13.9% |
| YTD | +12.1% | -27.0% | +39.1% | +18.0% |
| 1Y | +0.8% | -31.0% | +31.8% | +8.0% |
| 3Y | +64.5% | +29.3% | +35.2% | +45.1% |
| All | +64.5% | +30.5% | +34.0% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling