+18.9%
ETR vs LDOS
-32.8%
+51.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | 0.0% |
| 7D | +1.5% | -3.5% | +5.0% | +1.6% |
| 30D | +6.6% | +9.5% | -2.9% | +6.6% |
| 3M | +4.4% | -6.3% | +10.7% | +4.7% |
| 6M | -0.3% | +2.8% | -3.1% | -0.7% |
| YTD | +23.3% | -26.6% | +50.0% | +22.0% |
| 1Y | +18.9% | -31.3% | +50.1% | +19.4% |
| All | +18.9% | -32.8% | +51.7% | +19.4% |
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