+455.5%
AXP vs LDOS
+256.7%
+198.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.4% | -3.7% | +4.1% | +2.0% |
| 30D | +7.0% | +16.4% | -9.4% | -0.6% |
| 3M | -6.6% | +7.4% | -14.0% | -10.5% |
| 6M | +3.5% | -0.3% | +3.8% | +1.8% |
| YTD | -11.2% | -24.0% | +12.8% | -1.3% |
| 1Y | -10.2% | -29.6% | +19.4% | +3.9% |
| 3Y | +120.0% | +35.1% | +84.9% | +68.4% |
| 5Y | +95.6% | +52.9% | +42.7% | +34.4% |
| All | +455.5% | +256.7% | +198.8% | +169.3% |
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