+158.7%
ETR vs LDOS
+52.3%
+106.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +7.7% | +10.1% | -2.4% | +6.0% |
| 3M | +5.7% | -4.7% | +10.4% | +6.3% |
| 6M | -0.3% | +5.6% | -5.9% | -1.6% |
| YTD | +23.4% | -25.1% | +48.4% | +28.5% |
| 1Y | +18.5% | -31.7% | +50.2% | +25.8% |
| 3Y | +155.6% | +33.7% | +121.8% | +120.2% |
| 5Y | +158.7% | +54.4% | +104.3% | +116.0% |
| All | +158.7% | +52.3% | +106.4% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling