+154.5%
ETR vs LDOS
+35.8%
+118.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +1.0% |
| 7D | +1.7% | -5.8% | +7.6% | +2.2% |
| 30D | +8.7% | +11.6% | -2.8% | +7.9% |
| 3M | +4.9% | -1.0% | +5.9% | +5.0% |
| 6M | +0.8% | +5.1% | -4.3% | +0.2% |
| YTD | +23.1% | -24.0% | +47.2% | +25.2% |
| 1Y | +17.9% | -30.3% | +48.2% | +21.0% |
| 3Y | +154.5% | +37.0% | +117.6% | +126.9% |
| All | +154.5% | +35.8% | +118.7% | +126.9% |
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