+171.2%
ETN vs LDOS
+43.9%
+127.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.3% |
| 7D | +2.0% | -5.4% | +7.4% | +3.3% |
| 30D | -7.9% | +4.9% | -12.8% | -9.1% |
| 3M | -1.6% | +7.2% | -8.8% | -3.5% |
| 6M | +16.9% | -24.2% | +41.1% | +25.7% |
| YTD | +30.1% | -25.8% | +55.9% | +39.4% |
| 1Y | +19.3% | -24.7% | +44.0% | +27.0% |
| 3Y | +82.5% | +39.3% | +43.2% | +51.0% |
| All | +171.2% | +43.9% | +127.3% | +114.8% |
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