+199.8%
ETSY vs LDOS
+425.4%
-225.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | +1.1% | -7.2% | +8.3% | +3.7% |
| 30D | +25.8% | +16.8% | +8.9% | +19.3% |
| 3M | +9.3% | -1.6% | +10.9% | +9.5% |
| 6M | +38.4% | -1.0% | +39.4% | +37.5% |
| YTD | +62.2% | -25.8% | +88.0% | +78.3% |
| 1Y | +58.3% | -31.1% | +89.4% | +78.4% |
| 3Y | +42.6% | +32.8% | +9.8% | +23.2% |
| 5Y | -65.4% | +49.4% | -114.8% | -71.8% |
| 10Y | +685.4% | +253.9% | +431.5% | +397.5% |
| All | +199.8% | +425.4% | -225.6% | +105.0% |
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 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