+372.7%
ETR vs LDOS
+226.9%
+145.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.2% | -1.6% | +2.8% | +1.6% |
| 30D | +7.0% | +8.2% | -1.2% | +4.4% |
| 3M | +4.6% | -8.2% | +12.8% | +6.8% |
| 6M | +0.1% | +5.8% | -5.7% | -2.7% |
| YTD | +23.2% | -27.0% | +50.2% | +33.0% |
| 1Y | +20.6% | -31.0% | +51.6% | +32.7% |
| 3Y | +156.3% | +29.3% | +127.0% | +114.9% |
| 5Y | +159.6% | +48.7% | +110.9% | +101.1% |
| All | +372.7% | +226.9% | +145.8% | +223.1% |
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 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