+148.5%
ETR vs LDOS
+32.3%
+116.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | +0.4% | -7.2% | +7.6% | +0.9% |
| 30D | +7.5% | +16.8% | -9.3% | +6.4% |
| 3M | +4.4% | -1.6% | +6.0% | +4.5% |
| 6M | -1.5% | -1.0% | -0.6% | -1.7% |
| YTD | +21.8% | -25.8% | +47.5% | +24.0% |
| 1Y | +18.4% | -31.1% | +49.5% | +21.5% |
| 3Y | +148.5% | +32.8% | +115.7% | +119.8% |
| All | +148.5% | +32.3% | +116.3% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling