+155.0%
ETSY vs LDOS
+425.2%
-270.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.3% | -6.9% |
| 7D | -8.5% | -5.4% | -3.1% | -6.8% |
| 30D | -10.9% | +4.9% | -15.8% | -12.7% |
| 3M | +14.1% | +7.2% | +6.9% | +10.4% |
| 6M | +37.5% | -24.2% | +61.7% | +50.1% |
| YTD | +38.0% | -25.8% | +63.8% | +52.0% |
| 1Y | +46.5% | -24.7% | +71.3% | +60.0% |
| 3Y | +2.5% | +39.3% | -36.8% | -12.9% |
| 5Y | -65.3% | +43.3% | -108.6% | -71.3% |
| 10Y | +451.6% | +278.6% | +173.1% | +246.6% |
| All | +155.0% | +425.2% | -270.1% | +74.7% |
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