+469.1%
AXP vs LDOS
+278.0%
+191.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -2.1% | -5.4% | +3.3% | +0.4% |
| 30D | -6.5% | +4.9% | -11.4% | -9.0% |
| 3M | +4.6% | +7.2% | -2.5% | -0.1% |
| 6M | +5.4% | -24.2% | +29.7% | +19.1% |
| YTD | -11.1% | -25.8% | +14.7% | +0.2% |
| 1Y | -0.3% | -24.7% | +24.4% | +11.2% |
| 3Y | +111.6% | +39.3% | +72.3% | +59.6% |
| 5Y | +117.6% | +43.3% | +74.3% | +56.6% |
| All | +469.1% | +278.0% | +191.1% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling