+19.2%
ETR vs LDOS
-27.6%
+46.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | +3.7% | -2.8% | +6.5% | +3.8% |
| 30D | +11.0% | +13.6% | -2.6% | +10.8% |
| 3M | +3.4% | +4.2% | -0.8% | +3.4% |
| 6M | -3.3% | -8.2% | +4.9% | -4.0% |
| YTD | +23.3% | -24.1% | +47.3% | +22.1% |
| 1Y | +19.2% | -31.2% | +50.4% | +21.3% |
| All | +19.2% | -27.6% | +46.8% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling