+292.5%
ETR vs LDOS
+278.0%
+14.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.4% | -5.4% | +6.8% | +3.1% |
| 30D | +1.0% | +4.9% | -3.9% | -0.7% |
| 3M | -1.3% | +7.2% | -8.4% | -3.9% |
| 6M | +1.9% | -24.2% | +26.1% | +10.1% |
| YTD | +18.2% | -25.8% | +44.0% | +27.4% |
| 1Y | +24.7% | -24.7% | +49.4% | +33.4% |
| 3Y | +150.7% | +39.3% | +111.4% | +105.3% |
| 5Y | +127.0% | +43.3% | +83.7% | +80.0% |
| All | +292.5% | +278.0% | +14.5% | +155.0% |
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