+479.7%
ETR vs LDOS
+509.1%
-29.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +0.3% | -3.7% | +4.0% | +1.3% |
| 30D | +6.8% | +16.4% | -9.6% | +2.2% |
| 3M | +3.8% | +7.4% | -3.6% | +1.2% |
| 6M | -5.5% | -0.3% | -5.1% | -6.3% |
| YTD | +21.5% | -24.0% | +45.5% | +28.9% |
| 1Y | +17.4% | -29.6% | +47.0% | +27.4% |
| 3Y | +147.7% | +35.1% | +112.6% | +113.7% |
| 5Y | +152.0% | +52.9% | +99.1% | +105.8% |
| 10Y | +353.4% | +262.2% | +91.2% | +188.9% |
| All | +479.7% | +509.1% | -29.3% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling